eduzhai > Applied Sciences > Computer Science >

Towards a General Large Sample Theory for Regularized Estimators

  • KanKan
  • (0) Download
  • 20210426
  • Save

... pages left unread,continue reading

Document pages: 74 pages

Abstract: We present a general framework for studying regularized estimators; suchestimators are pervasive in estimation problems wherein "plug-in " typeestimators are either ill-defined or ill-behaved. Within this framework, wederive, under primitive conditions, consistency and a generalization of theasymptotic linearity property. We also provide data-driven methods for choosingtuning parameters that, under some conditions, achieve the aforementionedproperties. We illustrate the scope of our approach by presenting a wide rangeof applications.

Please select stars to rate!

         

0 comments Sign in to leave a comment.

    Data loading, please wait...
×