Pivotal estimation via square-root lasso in nonparametric regression (Q2249850)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pivotal estimation via square-root lasso in nonparametric regression |
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Pivotal estimation via square-root lasso in nonparametric regression (English)
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3 July 2014
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pivotal
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square-root lasso
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model selection
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non-Gaussian heteroscedastic
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generic semiparametric problem
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nonlinear instrumental variable
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\(Z\)-estimation problem
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\(\sqrt{n}\)-consistency and asymptotic normality after model selection
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