Nonparametric additive instrumental variable estimator : a group shrinkage estimation perspective
Qingliang Fan, Wei Zhong
| Year of publication: |
2018
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|---|---|
| Authors: | Fan, Qingliang ; Zhong, Wei |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 36.2018, 3, p. 388-399
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| Subject: | Adaptive group Lasso | Instrumental variables | Nonparametric additive model | Optimal estimator | Variable selection | Schätztheorie | Estimation theory | IV-Schätzung | Nichtparametrisches Verfahren | Nonparametric statistics | Nichtparametrische Schätzung | Nonparametric estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2016.1180991 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012249175