Northwestern University

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Filtering by: Creator Gitlin, Sergey Keyword Econometrics Resource type Dissertation

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Efficient Estimation with Smooth Penalization

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