Mehmet Caner

Identifiers

• name variant Mehmet Caner 0.60 · backfill

Papers (12)

1. Deep Learning Based Residuals in Non-linear Factor Models: Precision Matrix Estimation of Returns with Low Signal-to-Noise Ratio stat.ML · 2022 · author #1
2. Generalized Linear Models with Structured Sparsity Estimators stat.ML · 2021 · author #1
3. Shoiuld Humans Lie to Machines: The Incentive Compatibility of Lasso and General Weighted Lasso econ.EM · 2021 · author #1
4. An Upper Bound for Functions of Estimators in High Dimensions econ.EM · 2020 · author #1
5. Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models q-fin.PM · 2020 · author #1
6. High Dimensional Linear GMM math.ST · 2018 · author #1
7. Delta Theorem in the Age of High Dimensions math.ST · 2017 · author #1
8. A Nodewise Regression Approach to Estimating Large Portfolios math.ST · 2016 · author #2
9. Inference in partially identified models with many moment inequalities using Lasso math.ST · 2016 · author #2
10. Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models stat.ME · 2015 · author #2
11. Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso math.ST · 2014 · author #1
12. Oracle Inequalities for Convex Loss Functions with Non-Linear Targets math.ST · 2013 · author #1

Mentions

• 2209.04512 #1 · arxiv_oai · confidence 0.70 Mehmet Caner
• 2002.01800 #1 · arxiv_oai · confidence 0.70 Mehmet Caner
• 2101.01144 #1 · arxiv_oai · confidence 0.70 Mehmet Caner
• 2104.14371 #1 · arxiv_oai · confidence 0.70 Mehmet Caner
• 2008.02636 #1 · arxiv_oai · confidence 0.70 Mehmet Caner
• 1611.07347 #2 · arxiv_oai · confidence 0.70 Mehmet Caner
• 1811.08779 #1 · arxiv_oai · confidence 0.70 Mehmet Caner
• 1604.02309 #2 · arxiv_oai · confidence 0.70 Mehmet Caner
• 1410.4208 #1 · arxiv_oai · confidence 0.70 Mehmet Caner
• 1701.05911 #1 · arxiv_oai · confidence 0.70 Mehmet Caner
• 1502.03035 #2 · arxiv_oai · confidence 0.70 Mehmet Caner
• 1312.3525 #1 · arxiv_oai · confidence 0.70 Mehmet Caner
• 1502.03035 #2 · backfill · confidence 0.70 Mehmet Caner
• 1410.4208 #1 · backfill · confidence 0.70 Mehmet Caner
• 1312.3525 #1 · backfill · confidence 0.70 Mehmet Caner

Frequent Coauthors

• Anders Bredahl Kock 5 shared papers
• Laurent Callot 2 shared papers
• A. \"Ozlem \"Onder 1 shared papers
• Esra Ulasan 1 shared papers
• Federico A. Bugni 1 shared papers
• Gabriel Vasconcelos 1 shared papers
• Juan Andres Riquelme 1 shared papers
• Kfir Eliaz 1 shared papers
• Marcelo Medeiros 1 shared papers
• Maurizio Daniele 1 shared papers
• Soumendra Lahiri 1 shared papers
• Xu Han 1 shared papers