Higher order influence functions and minimax estimation of nonlinear functionals
From MaRDI portal
Publication:3626781
DOI10.1214/193940307000000527OpenAlexW3098302339MaRDI QIDQ3626781
Aad W. van der Vaart, Eric J. Tchetgen Tchetgen, Ling-Ling Li, James M. Robins
Publication date: 22 May 2009
Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0805.3040
Related Items (40)
Demystifying Statistical Learning Based on Efficient Influence Functions ⋮ Efficient and Robust Methods for Causally Interpretable Meta-Analysis: Transporting Inferences from Multiple Randomized Trials to a Target Population ⋮ Visually Communicating and Teaching Intuition for Influence Functions ⋮ Asymptotic normality of quadratic estimators ⋮ Towards optimal doubly robust estimation of heterogeneous causal effects ⋮ Discussion of ``Nonparametric (smoothed) likelihood and integral equations, by Piet Groeneboom ⋮ Unnamed Item ⋮ The costs and benefits of uniformly valid causal inference with high-dimensional nuisance parameters ⋮ Orthogonal statistical learning ⋮ Assumption-Lean Cox Regression ⋮ Locally Robust Semiparametric Estimation ⋮ Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators ⋮ Semiparametric minimax rates ⋮ Comment: Performance of double-robust estimators when ``inverse probability weights are highly variable ⋮ Sharp instruments for classifying compliers and generalizing causal effects ⋮ Semiparametric Bayesian causal inference ⋮ On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning ⋮ Discussion of ``On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning ⋮ Rejoinder: On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning ⋮ Robust inference on average treatment effects with possibly more covariates than observations ⋮ Generalized Jackknife Estimators of Weighted Average Derivatives ⋮ Unnamed Item ⋮ Optimal rates of entropy estimation over Lipschitz balls ⋮ Optimal estimation of variance in nonparametric regression with random design ⋮ Propensity score weighting for causal inference with multiple treatments ⋮ Higher order inference on a treatment effect under low regularity conditions ⋮ On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density ⋮ The Hardness of Conditional Independence Testing and the Generalised Covariance Measure ⋮ Estimation of smooth functionals of location parameter in Gaussian and Poincaré random shift models. ⋮ Estimation of smooth functionals in normal models: bias reduction and asymptotic efficiency ⋮ On estimation of \(L_r\)-norms in Gaussian white noise models ⋮ Two-stage algorithm for estimation of nonlinear functions of state vector in linear Gaussian continuous dynamical systems ⋮ Global sensitivity analysis for repeated measures studies with informative drop-out: A semi-parametric approach ⋮ An Omnibus Non-Parametric Test of Equality in Distribution for Unknown Functions ⋮ Robust Causal Inference with Continuous Instruments Using the Local Instrumental Variable Curve ⋮ Mean-square estimation of nonlinear functionals via Kalman filtering ⋮ Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation ⋮ Comment ⋮ Local permutation tests for conditional independence ⋮ Higher order tangent spaces and influence functions
This page was built for publication: Higher order influence functions and minimax estimation of nonlinear functionals