Debiased machine learning of global and local parameters using regularized Riesz representers

Debiased machine learning of global and local parameters using regularized Riesz representers

<jats:title>Summary</jats:title> <jats:p>We provide adaptive inference methods, based on $\ell _1$ regularization, for regular (semiparametric) and nonregular (nonparametric) linear functionals of the conditional expectation function. Examples of regular functionals...

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Bibliographic Details
Main Authors: Chernozhukov, Victor, Newey, Whitney K, Singh, Rahul
Other Authors: Massachusetts Institute of Technology. Department of Economics
Format: Article
Language:English
Published: Oxford University Press (OUP) 2022
Online Access:https://hdl.handle.net/1721.1/144461

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