Non-separable models with high-dimensional data
نویسندگان
چکیده
منابع مشابه
Inference in Additively Separable Models with a High Dimensional Component
This paper provides inference results for series estimators with a high dimensional component. In conditional expectation models that have an additively separable form, a single component can be estimated with rates customary in nonparametric estimation even when then number of series terms for remaining components is large relative to the sample size. This allows, for example, estimation of a ...
متن کاملinfinite dimensional garch models
مدلهای گارچ در فضاهای هیلبرت پایان نامه حاضر شامل دو بخش می باشد. در قسمت اول مدلهای اتورگرسیو تعمیم یافته مشروط به ناهمگنی واریانس در فضاهای هیلبرت را معرفی، مفاهیم ریاضی مورد نیاز در تحلیل این مدلها در دامنه زمان را مطرح کرده و آنها را مورد بررسی قرار می دهیم. بر اساس پیشرفتهایی که اخیرا در زمینه تئوری داده های تابعی و آماره های عملگری ایجاد شده است، فرآیندهایی که دارای مقادیر در فضاهای ...
15 صفحه اولInference in Additively Separable Models with a High Dimensional Set of Conditioning Variables
This paper considers estimation and inference of nonparametric conditional expectation relations with a high dimensional conditioning set. Rates of convergence and asymptotic normality are derived for series estimators for models where conditioning information enters in an additively separable manner and satisfies sparsity assumptions. Conditioning information is selected through a model select...
متن کاملSeparable and non-separable data representation for pattern discrimination
We provide a complete work-flow, based on the language of quantum information theory, suitable for processing data for the purpose of pattern recognition. The main advantage of the introduced scheme is that it can be easily implemented and applied to process real-world data using modest computation resources. At the same time it can be used to investigate the difference in the pattern recogniti...
متن کاملAdditive risk models for survival data with high-dimensional covariates.
As a useful alternative to Cox's proportional hazard model, the additive risk model assumes that the hazard function is the sum of the baseline hazard function and the regression function of covariates. This article is concerned with estimation and prediction for the additive risk models with right censored survival data, especially when the dimension of the covariates is comparable to or large...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2019
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2019.06.004