1 citations · 1 across the 2 of their papers we have counts for
3 papers
econ.EM2025
An Introduction to Double/Debiased Machine Learning
Achim Ahrens, Victor Chernozhukov, Christian Hansen +3
This paper provides an introduction to Double/Debiased Machine Learning (DML). DML is a general approach to performing inference about a target parameter in the presence of nuisanc…
stat.ME2023★ 1 cited
Hedging Forecast Combinations With an Application to the Random Forest
Elliot Beck, Damian Kozbur, Michael Wolf
This papers proposes a generic, high-level methodology for generating forecast combinations that would deliver the optimal linearly combined forecast in terms of the mean-squared f…
math.ST2021
Dimension-Free Anticoncentration Bounds for Gaussian Order Statistics with Discussion of Applications to Multiple Testing
Damian Kozbur
The following anticoncentration property is proved. The probability that the -order statistic of an arbitrarily correlated jointly Gaussian random vector with unit variance…