Asymptotically efficient data-adaptive penalized shrinkage estimation with application to causal inference

DOI10.1214/25-AOAS2129MaRDI QIDQ6835613zbMATH OpenFDO

Authors Herbert P. Susmann, Yiting Li, Mara A. Mcadams-Demarco, Wenbo Wu, Iván Díaz

Publication date 30 March 2026

Published in The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://www.projecteuclid.org/journals/annals-of-applied-statistics/volume-20/issue-1/Asymptotically-efficient-data-adaptive-penalized-shrinkage-estimation-with-application-to/10.1214/25-AOAS2129.full

zbMATH Keywords

causal inferencedoubly robust estimationpenalizationshrinkage estimator

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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