Damian Kozbur

ETH Zürich - Department of Humanities, Social and Political Sciences (GESS)

Haldeneggsteig 4

Zurich, Zurich 8006

Switzerland

SCHOLARLY PAPERS

4

DOWNLOADS

77

SSRN CITATIONS

2

CROSSREF CITATIONS

9

Scholarly Papers (4)

1.

Targeted Undersmoothing

University of Zurich, Department of Economics, Working Paper No. 282
Number of pages: 42 Posted: 09 May 2018
Christian Hansen, Damian Kozbur and Sanjog Misra
University of Chicago - Booth School of Business - Econometrics and Statistics, ETH Zürich - Department of Humanities, Social and Political Sciences (GESS) and University of Chicago - Booth School of Business
Downloads 54 (420,830)
Citation 3

Abstract:

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model selection, sparsity, dense functionals, hypothesis testing, sensitivity analysis

2.

Sharp Convergence Rates for Forward Regression in High-Dimensional Sparse Linear Models

University of Zurich, Department of Economics, Working Paper No. 253, Revised version
Number of pages: 19 Posted: 25 May 2017 Last Revised: 30 Apr 2018
Damian Kozbur
ETH Zürich - Department of Humanities, Social and Political Sciences (GESS)
Downloads 14 (625,147)
Citation 3

Abstract:

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forward regression, high-dimensional models, sparsity, model selection

3.

Testing-Based Forward Model Selection

University of Zurich, Department of Economics, Working Paper No. 283, Revised Version
Number of pages: 67 Posted: 08 May 2018
Damian Kozbur
ETH Zürich - Department of Humanities, Social and Political Sciences (GESS)
Downloads 5 (690,337)
Citation 3

Abstract:

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model selection, forward regression, sparsity, hypothesis testing

4.

Inference in Additively Separable Models with a High-Dimensional Set of Conditioning Variables

University of Zurich, Department of Economics, Working Paper No. 284, Revised version
Number of pages: 49 Posted: 09 May 2018
Damian Kozbur
ETH Zürich - Department of Humanities, Social and Political Sciences (GESS)
Downloads 4 (697,914)
Citation 4

Abstract:

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additive nonparametric models, high-dimensional sparse regression, inference under imperfect model selection