Nonparametric augmented probability weighting with sparsity (Q6554241)

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

Nonparametric augmented probability weighting with sparsity

scientific article; zbMATH DE number 7863993

Language	Label	Description	Also known as
default for all languages	No label defined
English	Nonparametric augmented probability weighting with sparsity	scientific article; zbMATH DE number 7863993

Statements

instance of

scholarly article

0 references

title

Nonparametric augmented probability weighting with sparsity (English)

0 references

0 references

0 references

0 references

Computational Statistics and Data Analysis

0 references

publication date

12 June 2024

0 references

zbMATH Keywords

central limit theorem

0 references

reproducing kernel Hilbert space

0 references

nonresponse

0 references

sparse learning

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Matching on the estimated propensity score

0 references

Measure Theory and Probability Theory

0 references

Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data

0 references

A knockoff filter for high-dimensional selective inference

0 references

Logistic regression: from art to science

0 references

Prior Elicitation, Variable Selection and Bayesian Computation for Logistic Regression Models

0 references

Double/debiased machine learning for treatment and structural parameters

0 references

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

0 references

Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply

0 references

Strong oracle optimality of folded concave penalized estimation

0 references

Nonparametric independence screening in sparse ultra-high-dimensional additive models

0 references

Sobolev norm learning rates for regularized least-squares algorithms

0 references

Gradient-based kernel dimension reduction for regression

0 references

Inverse Probability Tilting for Moment Condition Models with Missing Data

0 references

Estimation with missing data: beyond double robustness

0 references

Efficient kernel-based variable selection with sparsistency

0 references

Variable selection in nonparametric additive models

0 references

Demystifying double robustness: a comparison of alternative strategies for estimating a population mean from incomplete data

0 references

Blockwise sparse regression

0 references

Robust and efficient estimation for the treatment effect in causal inference and missing data problems

0 references

Component selection and smoothing in multivariate nonparametric regression

0 references

Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space

0 references

The Group Lasso for Logistic Regression

0 references

Regularization in kernel learning

0 references

Functions of positive and negative type, and their connection with the theory of integral equations.

0 references

Robust estimation of causal effects via a high-dimensional covariate balancing propensity score

0 references

Efficient Augmented Inverse Probability Weighted Estimation in Missing Data Problems

0 references

Highly efficient aggregate unbiased estimating functions approach for correlated data with missing at random

0 references

High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression

0 references

Estimation of Regression Coefficients When Some Regressors Are Not Always Observed

0 references

Nonparametric sparsity and regularization

0 references

The central role of the propensity score in observational studies for causal effects

0 references

Inference and missing data

0 references

Likelihood-based selection and sharp parameter estimation

0 references

On constrained and regularized high-dimensional regression

0 references

Learning theory estimates via integral operators and their approximations

0 references

Consistency of Support Vector Machines and Other Regularized Kernel Classifiers

0 references

Support Vector Machines

0 references

Consistent selection of tuning parameters via variable selection stability

0 references

Bounded, efficient and doubly robust estimation with inverse weighting

0 references

Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data

0 references

Q4600399

0 references

Q4864293

0 references

Asymptotic Statistics

0 references

Forward regression for ultra-high dimensional variable screening

0 references

High dimensional ordinary least squares projection for screening variables

0 references

Inverse probability weighted estimation for general missing data problems

0 references

Model-free variable selection in reproducing kernel Hilbert space

0 references

Doubly Robust Inference when Combining Probability and Non-Probability Samples with High Dimensional Data

0 references

Model Selection and Estimation in Regression with Grouped Variables

0 references

On quantile regression in reproducing kernel Hilbert spaces with the data sparsity constraint

0 references

Semiparametric estimating equations inference with nonignorable missing data

0 references

Derivative reproducing properties for kernel methods in learning theory

0 references

The Adaptive Lasso and Its Oracle Properties

0 references

Identifiers

zbMATH Open document ID

1543.62086

0 references

Mathematics Subject Classification ID

0 references

0 references

10.1016/J.CSDA.2023.107890

0 references

Sitelinks

Mathematics(1 entry)

mardi Nonparametric augmented probability weighting with sparsity