Regularised orthogonal machine learning for nonlinear semiparametric models

DOI10.1093/ECTJ/UTAB022OpenAlexW3184155933MaRDI QIDQ5083307FDOQ5083307

Authors: Denis Nekipelov, Vira Semenova, Vasilis Syrgkanis 

Publication date: 22 June 2022

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

Full work available at URL: https://arxiv.org/abs/1806.04823

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zbMATH Keywords

machine learning\(M\)-estimationconditional moment restrictionssingle index modelshigh-dimensional sparse estimationNeyman orthogonality

Mathematics Subject Classification ID

Statistics (62-XX)

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