5 papers
Data-Driven Uniform Inference for General Continuous Treatment Models via Minimum-Variance Weighting
Chunrong Ai, Wei Huang, Zheng Zhang
Ai et al. (2021) studied the estimation of a general dose-response function (GDRF) of a continuous treatment that includes the average dose-response function, the quantile dose-res…
A New and Efficient Debiased Estimation of General Treatment Models by Balanced Neural Networks Weighting
Zeqi Wu, Meilin Wang, Wei Huang +1
Estimation and inference of treatment effects under unconfounded treatment assignments often suffer from bias and the `curse of dimensionality' due to the nonparametric estimation…
Projection Pursuit Density Ratio Estimation
Meilin Wang, Wei Huang, Mingming Gong +1
Density ratio estimation (DRE) is a paramount task in machine learning, for its broad applications across multiple domains, such as covariate shift adaptation, causal inference, in…
Non-parametric Quantile Regression and Uniform Inference with Unknown Error Distribution
Haoze Hou, Wei Huang, Zheng Zhang
This paper studies the non-parametric estimation and uniform inference for the conditional quantile regression function (CQRF) with covariates exposed to measurement errors. We con…
A Unified Framework for Specification Tests of Continuous Treatment Effect Models
Wei Huang, Oliver Linton, Zheng Zhang
We propose a general framework for the specification testing of continuous treatment effect models. We assume a general residual function, which includes the average and quantile t…