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Efficient estimation of pathwise differentiable target parameters with the undersmoothed highly adaptive lasso - MaRDI portal

Efficient estimation of pathwise differentiable target parameters with the undersmoothed highly adaptive lasso (Q6636224)

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scientific article; zbMATH DE number 7941873
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English
Efficient estimation of pathwise differentiable target parameters with the undersmoothed highly adaptive lasso
scientific article; zbMATH DE number 7941873

    Statements

    Efficient estimation of pathwise differentiable target parameters with the undersmoothed highly adaptive lasso (English)
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    12 November 2024
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    asymptotically efficient estimator
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    canonical gradient
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    cross-validation
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    highly adaptive lasso
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    sectional variation norm
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    undersmoothing
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