Nonparametric estimation of the random coefficients model: an elastic net approach

DOI10.1016/J.JECONOM.2020.11.010MaRDI QIDQ2155297zbMATH OpenOpenAlexFDO

Authors Florian Heiss, Stephan Hetzenecker, Maximilian Osterhaus

Publication date 15 July 2022

Published in Journal of Econometrics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1909.08434

zbMATH Keywords

elastic netmixed logitnonparametric estimationrandom coefficients

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cited in

(4)

• Elastic net for Cox’s proportional hazards model with a solution path algorithm
• scientific article; zbMATH DE number 7338564 (Why is no real title available?)
• A Gaussian process approach to model checks
• Regularized maximum likelihood estimation for the random coefficients model

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