Pages that link to "Item:Q5012758"
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The following pages link to Deep Neural Networks for Estimation and Inference (Q5012758):
Displayed 23 items.
- Deep learning for the partially linear Cox model (Q2148978) (← links)
- Optimal nonparametric inference via deep neural network (Q2235970) (← links)
- Covariate-adjusted Fisher randomization tests for the average treatment effect (Q2236896) (← links)
- Targeting customers under response-dependent costs (Q2242231) (← links)
- Estimation of a regression function on a manifold by fully connected deep neural networks (Q2676904) (← links)
- The costs and benefits of uniformly valid causal inference with high-dimensional nuisance parameters (Q2684684) (← links)
- (Q4999030) (← links)
- Using Machine Learning Methods to Support Causal Inference in Econometrics (Q5015913) (← links)
- (Q5053236) (← links)
- Bypassing the Monster: A Faster and Simpler Optimal Algorithm for Contextual Bandits Under Realizability (Q5868941) (← links)
- Extremely randomized neural networks for constructing prediction intervals (Q6055139) (← links)
- Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence (Q6067223) (← links)
- Change-Plane Analysis for Subgroup Detection with a Continuous Treatment (Q6079676) (← links)
- Semiparametric estimation of long-term treatment effects (Q6090606) (← links)
- Asymptotic properties of neural network sieve estimators (Q6091912) (← links)
- Debiased machine learning of set-identified linear models (Q6108325) (← links)
- Income risk inequality: Evidence from Spanish administrative records (Q6120464) (← links)
- Orthogonal statistical learning (Q6136574) (← links)
- Deep nonparametric regression on approximate manifolds: nonasymptotic error bounds with polynomial prefactors (Q6172194) (← links)
- Causal inference of general treatment effects using neural networks with a diverging number of confounders (Q6193012) (← links)
- Asset pricing with neural networks: significance tests (Q6193024) (← links)
- Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators (Q6199660) (← links)
- Incorporating relative error criterion to conformal prediction for positive data (Q6199728) (← links)