Table of contents

  1. Front Matter
    Pages i-xiii
  2. Lecture Notes on Inverse Problems

    1. Front Matter
      Pages 1-1
    2. Laurent Cavalier
      Pages 3-96
  3. Invited Contribution on Inverse Problems

    1. Front Matter
      Pages 97-97
    2. Jean-Pierre Florens
      Pages 99-117
  4. Lecture Notes on High-Dimensional Estimation

    1. Front Matter
      Pages 119-119
    2. Alexandre Belloni, Victor Chernozhukov
      Pages 121-156
  5. Invited Contributions on High-Dimensional Estimation

    1. Front Matter
      Pages 157-157
    2. Felix Abramovich, Vadim Grinshtein
      Pages 159-170
    3. Natalia Bochkina, Ya’acov Ritov
      Pages 171-189
  6. Back Matter
    Pages 191-198

About this book

Introduction

The “Stats in the Château” summer school was held at the CRC château on the campus of HEC Paris, Jouy-en-Josas, France, from August 31 to September 4, 2009. This event was organized jointly by faculty members of three French academic institutions ─ ENSAE ParisTech, the Ecole Polytechnique ParisTech, and HEC Paris ─ which cooperate through a scientific foundation devoted to the decision sciences.

The scientific content of the summer school was conveyed in two courses, one by Laurent Cavalier (Université Aix-Marseille I) on "Ill-posed Inverse Problems", and one by Victor Chernozhukov (Massachusetts Institute of Technology) on "High-dimensional Estimation with Applications to Economics". Ten invited researchers also presented either reviews of the state of the art in the field or of applications, or original research contributions.

This volume contains the lecture notes of the two courses. Original research articles and a survey complement these lecture notes. Applications to economics are discussed in various contributions.

Keywords

Econometrics High-Dimensional Estimation Inverse Problems

Editors and affiliations

  • Pierre Alquier
    • 1
  • Eric Gautier
    • 2
  • Gilles Stoltz
    • 3
  1. 1., Laboratoire de Probabilités etUniversité Paris 7Paris Cedex 13France
  2. 2., Centre de Recherche enENSAEMalakoffFrance
  3. 3., Department of Economics andHEC ParisJouy-en-JosasFrance

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-19989-9
  • Copyright Information Springer-Verlag Berlin Heidelberg 2011
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-642-19988-2
  • Online ISBN 978-3-642-19989-9
  • Series Print ISSN 0930-0325
  • About this book