1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.ST2024
Instrumental variables: A non-asymptotic viewpoint
Eric Xia, Martin J. Wainwright, Whitney Newey
We provide a non-asymptotic analysis of the linear instrumental variable estimator allowing for the presence of exogeneous covariates. In addition, we introduce a novel measure of…
stat.ME2023★ 1 cited
Source Condition Double Robust Inference on Functionals of Inverse Problems
Andrew Bennett, Nathan Kallus, Xiaojie Mao +3
We consider estimation of parameters defined as linear functionals of solutions to linear inverse problems. Any such parameter admits a doubly robust representation that depends on…
stat.ML2023
Minimax Instrumental Variable Regression and Convergence Guarantees without Identification or Closedness
Andrew Bennett, Nathan Kallus, Xiaojie Mao +3
In this paper, we study nonparametric estimation of instrumental variable (IV) regressions. Recently, many flexible machine learning methods have been developed for instrumental va…