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...

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Detalles Bibliográficos
Publicado en:AEA Papers & Proceedings Vol. 111; pp. 616 - 621
Autor principal: LI, JESSIE
Formato: Artículo
Publicado: American Economic Association May2021
Materias:
Acceso en línea:Ver este registro en EBSCOhost
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      dt: May2021
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      pub: American Economic Association
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        10.1257/pandp.20211036
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        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
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