Proper Inference for Value Function in High-Dimensional Q-Learning for Dynamic Treatment Regimes

DOI10.1080/01621459.2018.1506341zbMath1428.62246WikidataQ92590693 ScholiaQ92590693MaRDI QIDQ5242485

Rui Song, Donglin Zeng, Wensheng Zhu

Publication date: 12 November 2019

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc6953729

zbMATH Keywords

variable selection; Q-learning; hard threshold; value function inference

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62C05: General considerations in statistical decision theory

Uses Software

• qLearn