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Filtering by: Creator Gitlin, Sergey Keyword Econometrics Keyword Penalized estimation

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Description:: This dissertation proposes an oracle efficient estimator in the context of a sparse linear model. Chapter 1 introduces the penalty and the estimator that optimizes a penalized least squares objective. Unlike existing methods, the penalty is differentiable – once, and hence the estimator does not engage in model selection. This...
Keyword:: Lasso, Econometrics, Sparsity, Penalized estimation, and Bootstrap
Subject:: Statistics and Economics
Creator:: Gitlin, Sergey
Owner:: Scholarly Digital Publishing
Language:: en
Date Uploaded:: 02/12/2020
Date Created:: 2019-01-01
Resource Type:: Dissertation
Alternate Identifier:: etdadmin_upload_682504 and http://dissertations.umi.com/northwestern:14786

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