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A Fock Space Model for Addition and Multiplication of C-free Random Variables
free independence c-free independence creation/annihilation operators
2011/2/22
The paper presents a Fock space model suitable for constructions of c-free algebras. Immediate applications are direct proofs for the properties of the c-free R- and S-transforms.
LASSO Methods for Gaussian Instrumental Variables Models
LASSO Methods Gaussian Instrumental Variables Models
2011/3/2
In this note, we propose the use of sparse methods (e.g. LASSO, Post-LASSO,p LASSO, and Post-
p LASSO) to form rst-stage predictions and estimate optimal instru-ments in linear instrumental variable...