arXiv 19 Dec 2017 · Mathematics — Statistics Theory · 1 citations (OpenAlex)
arXiv:1712.07248 · PDF · DOI · OpenAlex · Extracted main text
We present a general framework for studying regularized estimators; such estimators are pervasive in estimation problems wherein "plug-in" type estimators are either ill-defined or ill-behaved. Within this framework, we derive, under primitive conditions, consistency and a generalization of the asymptotic linearity property. We also provide data-driven methods for choosing tuning parameters that, under some conditions, achieve the aforementioned properties. We illustrate the scope of our approach by presenting a wide range of applications.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | P J Bickel and B. Li (2006) Regularization in statistics | 1.000 | 6 | 3 | 100% |
| 2 | E Gine and R Nickl (2008) A simple adaptive estimator of the integrated square of a density | 0.909 | 8 | 5 | 75% |
| 3 | X Chen and D Pouzo (2015) Sieve wald and qlr inferences on semi/nonparametric conditional moment models | 0.811 | 4 | 2 | 100% |
| 4 | P. Hall and J. L. Horowitz (2005) Nonparametric methods for inference in the presence of instrumental variables | 0.763 | 6 | 2 | 67% |
| 5 | A. W. van der Vaart and J. Wellner (1996) Weak Convergence and Empirical Processes: With Applications to Statistics | 0.737 | 5 | 3 | 40% |
| 6 | C Ai and X Chen (2003) Efficient estimation of models with conditional moment restrictions containing unknown functions | 0.737 | 4 | 2 | 75% |
| 7 | S Darolles, Y Fan, J.-P. Florens, and E. Renault (2011) Nonparametric instrumental regression | 0.737 | 4 | 2 | 75% |
| 8 | W K Newey and J L Powell (2003) Instrumental variable estimation of nonparametric models | 0.737 | 4 | 2 | 75% |
| 9 | D. Pouzo (2015) On the Non-Asymptotic Properties of Regularized M-estimators | 0.644 | 2 | 2 | 100% |
| 10 | J. Wolfowitz (1957) The minimum distance method | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 58 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | One-step smoothing splines instrumental regression | 0.405 | 1 | 1 |