Smooth nested simulation : bridging cubic and square root convergence rates in high dimensions
Wenjia Wang, Yanyuan Wang, Xiaowei Zhang
| Year of publication: |
2024
|
|---|---|
| Authors: | Wang, Wenjia ; Wang, Yanyuan ; Zhang, Xiaowei |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 12, p. 9031-9057
|
| Subject: | convergence rate | kernel ridge regression | nested simulation | smoothness | Simulation | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2022.00204 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015147769