Linear and Conic Programming Estimators in High-Dimensional Errors-in-variables Models
Alexandre Belloni,
Mathieu Rosenbaum and
Alexandre B Tsybakov
Additional contact information
Alexandre Belloni: The Fuqua School of Business Duke University
Mathieu Rosenbaum: Laboratoire de Probabilités et Modèles Aléatoires Université Pierre et Marie Curie
Alexandre B Tsybakov: Centre de Recherche en Economie et Statistique, ENSAE-Paris Tech
No 2014-34, Working Papers from Center for Research in Economics and Statistics
Abstract:
on the basis of their commonly known strength levels, and privately observed strengthshocks
Pages: 22
Date: 2014-08
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