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HIGHER ORDER ESTIMATING EQUATIONS FOR HIGH-DIMENSIONAL MODELS

We introduce a new method of estimation of parameters in semi-parametric and nonparametric models. The method is based on estimating equations that are U-statistics in the observations. The U-statistics are based on higher order influence functions that extend ordinary linear influence functions of...

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Detalhes bibliográficos
Publicado no:Ann Stat
Main Authors: Robins, James, Li, Lingling, Mukherjee, Rajarshi, Tchetgen, Eric Tchetgen, van der Vaart, Aad
Formato: Artigo
Idioma:Inglês
Publicado em: 2017
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC6453538/
https://ncbi.nlm.nih.gov/pubmed/30971851
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/16-AOS1515
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