Search Results - subject:"oracle"

Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects

Lu, Xun; Liangjun, Su - School of Economics, Singapore Management University - 2015

nonzero slope parameters exhibit some oracle property. We conduct Monte Carlo simulations to demonstrate the superb finite …

Persistent link: https://www.econbiz.de/10011164316

Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models

Callot, Laurent; Caner, Mehmet; Kock, Anders Bredahl; … - School of Economics and Management, University of Aarhus - 2015

would have been possible using classical oracle inequalities. Thus, our sup-norm bound is tailored to consistent variable …

Persistent link: https://www.econbiz.de/10011168920

Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models

Callot, Laurent; Caner, Mehmet; Kock, Anders Bredahl; … - Tinbergen Instituut - 2015

non-zero coefficients at a much finer scale than would have been possible using classical oracle inequalities. Thus, our …

Persistent link: https://www.econbiz.de/10011256756

Complexity bounds for primal-dual methods minimizing the model of objective function

NESTEROV, Yurii - Center for Operations Research and Econometrics (CORE), … - 2015

We provide Frank-Wolfe (= Conditional Gradients) method with a convergence analysis allowing to approach a primal-dual solution of convex optimization problem with composite objective function. Additional properties of complementary part of the objective (strong convexity) significantly...

Persistent link: https://www.econbiz.de/10011246288

Sharp threshold detection based on sup-norm error rates in high-dimensional models

Callot, Laurent; Caner, Mehmet; Kock, Anders Bredahl; … - 2015

have been possible using classical oracle inequalities. Thus, our sup-norm bound is tailored to consistent variable …

Persistent link: https://www.econbiz.de/10010477099

Accelerated first-order methods for large-scale convex optimization : nearly optimal complexity under strong convexity

Ahookhosh, Masoud - In: Mathematical methods of operations research 89 (2019) 3, pp. 319-353

Persistent link: https://www.econbiz.de/10012035488

Selecting and tuning the optimal query from of different SQL commands

Idhaim, Hasan Ali - In: International journal of business information systems : … 30 (2019) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10012037014

High‐dimensional macroeconomic forecasting and variable selection via penalized regression : editor's choice

Uematsu, Yoshimasa; Tanaka, Shinya - In: The econometrics journal 22 (2019) 1, pp. 34-56

Persistent link: https://www.econbiz.de/10012166649

Additive Nonparametric Regression in the Presence of Endogenous Regressors

Ozabaci, Deniz; Henderson, Daniel J.; Su, Liangjun - 2014

propose estimators for both the conditional mean and gradient which are consistent, asymptotically normal, oracle efficient …

Persistent link: https://www.econbiz.de/10010352286

The lasso for high-dimensional regression with a possible change-point

Lee, Sokbae; Seo, Myung Hwan; Shin, Youngki - 2014

-asymptotic oracle inequalities for both the prediction risk and the l1 estimation loss for regression coefficients. Since the Lasso … estimator selects variables simultaneously, we show that oracle inequalities can be established without pretesting the existence …

Persistent link: https://www.econbiz.de/10011282656