collaborators

1 paper

math.ST2025

Optimal Nuisance Function Tuning for Estimating a Doubly Robust Functional under Proportional Asymptotics

Sean McGrath, Debarghya Mukherjee, Rajarshi Mukherjee +1

In this paper, we explore the asymptotically optimal tuning parameter choice in ridge regression for estimating nuisance functions of a statistical functional that has recently gai…