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 |
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| Formato: | Artículo |
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American Economic Association
May2021
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| Acceso en línea: | Ver este registro en EBSCOhost |
| fields | @attributes: recordID: 1 pdfLink: plink: https://search.ebscohost.com/login.aspx?direct=true&db=ssf&AN=150307422&site=ehost-live header: @attributes: shortDbName: ssf uiTerm: 150307422 longDbName: Social Sciences Full Text (H.W. Wilson) uiTag: AN controlInfo: bkinfo: jinfo: jid: 25740768 LNGQ jtl: AEA Papers & Proceedings issn: 25740768 maglogo: N pubinfo: dt: May2021 vid: 111 pid: 22 pub: American Economic Association artinfo: ui: 150307422 10.1257/pandp.20211036 ppf: 616 ppct: 5 formats: tig: atl: The Proximal Bootstrap for Finite-Dimensional Regularized Estimators. aug: au: LI, JESSIE affil: Department of Economics, University of California, Santa Cruz. su: Statistical bootstrapping Finite difference method Estimation theory Regression analysis Mathematical regularization sug: subj: Statistical bootstrapping Finite difference method Estimation theory Regression analysis Mathematical regularization ab: 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. pubtype: Academic Journal doctype: Article src: R language: English refInfo: copyright: @attributes: flag: N holdings: @attributes: islocal: N |
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