The costs and benefits of uniformly valid causal inference with high-dimensional nuisance parameters

DOI10.1214/21-STS843WikidataQ130416845 ScholiaQ130416845MaRDI QIDQ2684684FDOQ2684684

Authors: Niloofar Moosavi, Jenny Häggström, Xavier de Luna 

Publication date: 16 February 2023

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.02071

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zbMATH Keywords

machine learningregularizationdouble robustnesssuperefficiencypost-model selection inference

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (2)

• On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning
• The costs and benefits of uniformly valid causal inference with high-dimensional nuisance parameters

Uses Software

• R
• tmle
• hdm

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