Oracle Inequality for Instrumental Variable Regression
Résumé
We 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.
Domaines
Statistiques [math.ST]
Origine : Fichiers produits par l'(les) auteur(s)
Loading...