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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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Citations: View citations in EconPapers (2)

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