Regularised orthogonal machine learning for nonlinear semiparametric models

DOI10.1093/ECTJ/UTAB022OpenAlexW3184155933MaRDI QIDQ5083307FDOQ5083307

Vasilis Syrgkanis, Denis Nekipelov, Vira Semenova

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)

   Recommendations

• Algorithms and applications of nonlinear parameter estimation of orthogonal regression models 👍 👎
• Orthogonal statistical learning 👍 👎
• l¹-norm penalised orthogonal forward regression 👍 👎
• Regularized orthogonal linear discriminant analysis 👍 👎
• Nonlinear regression modeling via regularized Gaussian basis functions 👍 👎
• Ridge Regression: Applications to Nonorthogonal Problems 👍 👎
• Orthogonal optimal reverse prediction for semi-supervised learning 👍 👎

This page was built for publication: Regularised orthogonal machine learning for nonlinear semiparametric models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5083307)