5 papers
Bernstein-type Inequalities and Nonparametric Estimation under Near-Epoch Dependence
Zihao Yuan, Martin Spindler
The major contributions of this paper lie in two aspects. Firstly, we focus on deriving Bernstein-type inequalities for both geometric and algebraic irregularly-spaced NED random f…
Label Attention Network for Temporal Sets Prediction: You Were Looking at a Wrong Self-Attention
Elizaveta Kovtun, Galina Boeva, Andrey Shulga +1
Most user-related data can be represented as a sequence of events associated with a timestamp and a collection of categorical labels. For example, the purchased basket of goods and…
Credit Ratings: Heterogeneous Effect on Capital Structure
Helmut Wasserbacher, Martin Spindler
Why do companies choose particular capital structures? A compelling answer to this question remains elusive despite extensive research. In this article, we use double machine learn…
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R
Philipp Bach, Victor Chernozhukov, Malte S. Kurz +2
The R package DoubleML implements the double/debiased machine learning framework of Chernozhukov et al. (2018). It provides functionalities to estimate parameters in causal models…
Estimation and Uniform Inference in Sparse High-Dimensional Additive Models
Philipp Bach, Sven Klaassen, Jannis Kueck +1
We develop a novel method to construct uniformly valid confidence bands for a nonparametric component in the sparse additive model $Y=f_1(X_1)+\ldots + f_p(X_p) + \varepsilon…