Juan Andres Riquelme
Biographic Data
| ID | 8921175 |
|---|---|
| NAME | Juan Andres Riquelme |
| GIVEN NAMES | Juan Andres |
| FAMILY NAME | Riquelme |
| SIGNATURE | RIQUELME J A |
| AFFILIATIONS | University of Talca |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2017 |
| LATEST PUBLICATION YEAR | 2017 |
| H-INDEX | 0 |
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models
We propose a new estimator, the thresholded scaled Lasso, in high-dimensional threshold regressions. First, we establish an upper bound on the l∞ estimation error of the scaled Lasso estimator of Lee, Seo, and Shin. This is a nontrivial task as the literature on high-dimensional models has focused almost exclusively on l1 and l2 estimation errors. We show that this sup-norm bound can be used to distinguish between zero and nonzero coefficients at…
No prominent works on this page.
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models
We propose a new estimator, the thresholded scaled Lasso, in high-dimensional threshold regressions. First, we establish an upper bound on the l∞ estimation error of the scaled Lasso estimator of Lee, Seo, and Shin. This is a nontrivial task as the literature on high-dimensional models has focused almost exclusively on l1 and l2 estimation errors. We show that this sup-norm bound can be used to distinguish between zero and nonzero coefficients at…
Advanced Statistical Methods and Models (1 work) · Computer Science (1 work) · Econometrics (1 work) · Image and Signal Denoising Methods (1 work) · Law (1 work) · Mathematics (1 work) · Political science (1 work) · Statistical Methods and Inference (1 work) · Statistics (1 work)