Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables

DOI10.1080/03610918.2021.1965166MaRDI QIDQ6141683zbMATH OpenOpenAlexFDO

Authors Pei Xin Zhao, Junqi Wang, Xinrong Tang, Weiming Yang

Publication date 23 January 2024

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2021.1965166

zbMATH Keywords

endogenous covariatepartially linear modelpenalized estimationultrahigh dimensional instrumental variable

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

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Cited in

(1)

• Robust empirical likelihood for varying coefficient partially linear EV models with general measurement error structure

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