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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Bibliographic Details

Published in:	AEA Papers & Proceedings Vol. 111; pp. 616 - 621
Main Author:	LI, JESSIE
Format:	Article
Published:	American Economic Association May2021
Subjects:	Statistical bootstrapping Finite difference method Estimation theory Regression analysis Mathematical regularization
Online Access:	View this record in EBSCOhost