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Regularised orthogonal machine learning for nonlinear semiparametric models - MaRDI portal

Regularised orthogonal machine learning for nonlinear semiparametric models (Q5083307)

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scientific article; zbMATH DE number 7546427
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Regularised orthogonal machine learning for nonlinear semiparametric models
scientific article; zbMATH DE number 7546427

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    Regularised orthogonal machine learning for nonlinear semiparametric models (English)
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    22 June 2022
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    conditional moment restrictions
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    high-dimensional sparse estimation
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    machine learning
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    \(M\)-estimation
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    Neyman orthogonality
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    single index models
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