MaximinInfer (Q68877)
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Inference for Maximin Effects in High-Dimensional Settings
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| English | MaximinInfer |
Inference for Maximin Effects in High-Dimensional Settings |
Statements
Zhenyu Wang; Zijian Guo
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Zijian Guo
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21 March 2026
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Implementation of the sampling and aggregation method for the covariate shift maximin effect, which was proposed in <doi:10.48550/arXiv.2011.07568>. It constructs the confidence interval for any linear combination of the high-dimensional maximin effect.
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