Oracle Inequality for Instrumental Variable Regression

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dc.creatorLoubes, Jean-Michel
dc.creatorMarteau, Clément
dc.date2009-01-27
dc.date.accessioned2026-07-07T12:34:56Z
dc.date.available2026-07-07T12:34:56Z
dc.descriptionWe tackle the problem of estimating a regression function observed in an instrumental regression framework. This model is an inverse problem with unknown operator. We provide a spectral cut-off estimation procedure which enables to derive oracle inequalities which warrants that our estimate, built without any prior knowledge, behaves as well as, up to $\log$ term, if the best model were known.
dc.identifierhttps://arxiv.org/abs/0901.4321
dc.identifierhttp://arxiv.org/abs/0901.4321
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/217618
dc.subjectStatistics Theory
dc.subject62G05; 62G20
dc.titleOracle Inequality for Instrumental Variable Regression
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