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Ill-posed estimation in high-dimensional models with instrumental variables - MaRDI portal

Ill-posed estimation in high-dimensional models with instrumental variables (Q2227078)

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Ill-posed estimation in high-dimensional models with instrumental variables
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    Ill-posed estimation in high-dimensional models with instrumental variables (English)
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    9 February 2021
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    instrumental variables
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    sparsity
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    central limit theorem
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    Lasso
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    linear model
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    desparsification
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    ill-posed estimation problem
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