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Efficient Estimation with Smooth Penalization
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| 자료유형 | 학위논문 |
|---|---|
| 서명/저자사항 | Efficient Estimation with Smooth Penalization. |
| 개인저자 | Gitlin, Sergey. |
| 단체저자명 | Northwestern University. Economics. |
| 발행사항 | [S.l.]: Northwestern University., 2019. |
| 발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2019. |
| 형태사항 | 152 p. |
| 기본자료 저록 | Dissertations Abstracts International 81-04B. Dissertation Abstract International |
| ISBN | 9781088374764 |
| 학위논문주기 | Thesis (Ph.D.)--Northwestern University, 2019. |
| 일반주기 |
Source: Dissertations Abstracts International, Volume: 81-04, Section: B.
Advisor: Horowitz, Joel |
| 이용제한사항 | This item must not be sold to any third party vendors. |
| 요약 | This dissertation proposes an oracle efficient estimator in the context of a sparse linear model. Chapter 1 introduces the penalty and the estimator that optimizes a penalized least squares objective. Unlike existing methods, the penalty is differentiable - once, and hence the estimator does not engage in model selection. This feature allows the estimator to reduce bias relative to a popular oracle efficient method (SCAD) when small, but not insignificant, coefficients are present. Consequently the estimator delivers a lower realized squared error of coefficients of interest. Furthermore, the objective function with the proposed penalty is shown to be convex |
| 일반주제명 | Economics. Statistics. |
| 언어 | 영어 |
| 바로가기 | 
: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
