Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables (Q6141683)

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scientific article; zbMATH DE number 7792930
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Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables
scientific article; zbMATH DE number 7792930

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    Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables (English)
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    23 January 2024
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    ultrahigh dimensional instrumental variable
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    penalized estimation
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    partially linear model
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    endogenous covariate
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