The Proximal Bootstrap for Finite-Dimensional Regularized Estimators.
The article discusses about the proximal bootstrap for finite-dimensional regularized estimators. Topics of discussion includes the computationally efficient bootstrap procedure can be used to conduct pointwise asymptotically valid inference for a large class of consistent estimators. The applicatio...
| Publicado en: | AEA Papers & Proceedings Vol. 111; pp. 616 - 621 |
|---|---|
| Autor principal: | |
| Formato: | Artículo |
| Publicado: |
American Economic Association
May2021
|
| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |
| Sumario: | The article discusses about the proximal bootstrap for finite-dimensional regularized estimators. Topics of discussion includes the computationally efficient bootstrap procedure can be used to conduct pointwise asymptotically valid inference for a large class of consistent estimators. The application is the finite-dimensional regularized estimators, such as the lasso, and trace regression via nuclear norm regularization. |
|---|