Double/debiased machine learning for treatment and structural parameters
We revisit the classic semi-parametric problem of inference on a low-dimensional parameter θ 0 in the presence of high-dimensional nuisance parameters η 0 . We depart from the classical setting by allowing for η 0 to be so high-dimensional that the traditional assumptions (e.g. Donsker properties)...
| Main Authors: | , , , , , , |
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| Other Authors: | |
| Format: | Article |
| Published: |
Wiley-Blackwell
2018
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| Online Access: | http://hdl.handle.net/1721.1/113906 https://orcid.org/0000-0002-3250-6714 https://orcid.org/0000-0003-4300-4258 https://orcid.org/0000-0001-6105-617X https://orcid.org/0000-0003-2699-4704 |