292 citations
- Consejo Nacional de Investigaciones Científicas y TécnicasAR24 papers
- Universidad de Buenos AiresAR12 papers
- Fundación Ciencias Exactas y NaturalesAR6 papers
- Federico Santa María Technical UniversityCL3 papers
- Universidad NebrijaES3 papers
- University of WashingtonUS3 papers
- Adam Mickiewicz University in PoznańPL2 papers
- Adolfo Ibáñez UniversityCL2 papers
- Bar-Ilan UniversityIL2 papers
- Carl von Ossietzky Universität OldenburgDE2 papers
- Centro Científico Tecnólogico - RosarioAR2 papers
- City College of New YorkUS2 papers
4 papers · 1 filter
Variable elimination, graph reduction and efficient g-formula
F. Richard Guo, Emilija Perković, Andrea Rotnitzky
We study efficient estimation of an interventional mean associated with a point exposure treatment under a causal graphical model represented by a directed acyclic graph without hi…
Efficient adjustment sets in causal graphical models with hidden variables
Ezequiel Smucler, Facundo Sapienza, Andrea Rotnitzky
We study the selection of covariate adjustment sets for estimating the value of point exposure dynamic policies, also known as dynamic treatment regimes, assuming a non-parametric…
A unifying approach for doubly-robust regularized estimation of causal contrasts
Ezequiel Smucler, Andrea Rotnitzky, James M. Robins
We consider inference about a scalar parameter under a non-parametric model based on a one-step estimator computed as a plug in estimator plus the empirical mean of an estimator of…
Robust estimation for ARMA models
Nora Muler, Daniel Peña, Víctor J. Yohai
This paper introduces a new class of robust estimates for ARMA models. They are M-estimates, but the residuals are computed so the effect of one outlier is limited to the period wh…