Universal sieve-based strategies for efficient estimation using machine learning tools
From MaRDI portal
Publication:1983607
DOI10.3150/20-BEJ1309zbMath1476.62067arXiv2003.01856MaRDI QIDQ1983607
Hongxiang Qiu, Marco Carone, Alex Luedtke
Publication date: 10 September 2021
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.01856
Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05) Learning and adaptive systems in artificial intelligence (68T05) Applications of sieve methods (11N36)
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