Showing math.STShow all
2 papers · 1 filter
math.ST2024
Conditional Influence Functions
Victor Chernozhukov, Whitney K. Newey, Vasilis Syrgkanis
There are many nonparametric objects of interest that are a function of a conditional distribution. One important example is an average treatment effect conditional on a subset of…
math.ST2018
Cross-Fitting and Fast Remainder Rates for Semiparametric Estimation
Whitney K. Newey, James R. Robins
There are many interesting and widely used estimators of a functional with finite semiparametric variance bound that depend on nonparametric estimators of nuisance functions. We us…