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math.ST2026
Accuracy Limits of Causal Trees for Individualized Treatment Effects
Matias D. Cattaneo, Jason M. Klusowski, Ruiqi Rae Yu
Recursive decision trees are widely used to estimate heterogeneous causal treatment effects in experimental and observational studies. These methods are typically implemented using…
math.ST2025
Sharp Anti-Concentration Inequalities for Extremum Statistics via Copulas
Matias D. Cattaneo, Ricardo P. Masini, William G. Underwood
We derive sharp upper and lower bounds for the pointwise concentration function of the maximum statistic of identically distributed real-valued random variables. Our first main…