Regularised orthogonal machine learning for nonlinear semiparametric models

DOI10.1093/ECTJ/UTAB022MaRDI QIDQ5083307OpenAlexFDO

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

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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Cited in

(1)

• Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models

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