One-step estimation of differentiable Hilbert-valued parameters
From MaRDI portal
Cites work
- A General Framework for Inference on Algorithm-Agnostic Variable Importance
- A kernel two-sample test
- A new approach to causal inference in mortality studies with a sustained exposure period—application to control of the healthy worker survivor effect
- A simple and general debiased machine learning theorem with finite-sample guarantees
- An introduction to infinite-dimensional analysis
- An omnibus non-parametric test of equality in distribution for unknown functions
- Applications of reproducing kernel Hilbert spaces–bandlimited signal models
- Bootstrap methods: another look at the jackknife
- Bootstrapping general empirical measures
- Consistent estimation of the influence function of locally asymptotically linear estimators
- Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
- Counterfactual mean embeddings
- Debiased machine learning of global and local parameters using regularized Riesz representers
- Demystifying Statistical Learning Based on Efficient Influence Functions
- Double/debiased machine learning for treatment and structural parameters
- Efficient principally stratified treatment effect estimation in crossover studies with absorbent binary endpoints
- Estimation in semiparametric models. Some recent developments
- Estimation of Distribution Density Belonging to a Class of Entire Functions
- Estimation of Probability Density by an Orthogonal Series
- Extremal probabilities for Gaussian quadratic forms
- Greedy function approximation: A gradient boosting machine.
- Higher order influence functions and minimax estimation of nonlinear functionals
- Higher order tangent spaces and influence functions
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
- scientific article; zbMATH DE number 1022658 (Why is no real title available?)
- scientific article; zbMATH DE number 3213202 (Why is no real title available?)
- scientific article; zbMATH DE number 5055767 (Why is no real title available?)
- Minimax estimation of a functional on a structured high-dimensional model
- Minimax rates for heterogeneous causal effect estimation
- Non-parametric Methods for Doubly Robust Estimation of Continuous Treatment Effects
- On asymptotically efficient estimation in semiparametric models
- On differentiable functionals
- On Sobolev orthogonal polynomials
- On the Asymptotic Distribution of Differentiable Statistical Functions
- Oracle inequalities for multi-fold cross validation
- Orthogonal statistical learning
- Quasi-oracle estimation of heterogeneous treatment effects
- Semiparametric counterfactual density estimation
- Semiparametric theory and missing data.
- Sobolev spaces associated to the harmonic oscillator
- Statistical inference for variable importance
- Super-learning of an optimal dynamic treatment rule
- Targeted maximum likelihood learning
- Towards optimal doubly robust estimation of heterogeneous causal effects
- Unified methods for censored longitudinal data and causality
- Weak convergence and empirical processes. With applications to statistics
- What is a Sobolev space for the Laguerre function systems?
Cited in
(3)
This page was built for publication: One-step estimation of differentiable Hilbert-valued parameters
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6621535)