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We consider inference about a scalar parameter under a non-parametric model based on a one-step estimator computed as a plug in estimator plus the empirical mean of an estimator of the parameter's influence function.
Stable weights that balance covariates for estimation with incomplete outcome data
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On asymptotically efficient estimation in semiparametric models
Schick, A. (1986) · 1986
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Minimax estimation of a functional on a structured high-dimensional model
Robins, J. M., Li, L., Mukherjee, R., Tchetgen, E. T., and van der Vaart, A. (2017) · 1987
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Regression analysis under link violation
Li, K.-C. and Duan, N. (1989) · 1989
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Minimax risk overl p-balls forl p-error
Donoho, D. L. and Johnstone, I. M. (1994) · 1994
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Newey, W. K. (1994) · 1994
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Tibshirani, R. (1996) · 1996
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Newey, W. K., Hsieh, F., and Robins, J. (1998) · 1998
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Adjusting for nonignorable drop-out using semiparametric nonresponse models
Scharfstein, D. O., Rotnitzky, A., and Robins, J. M. (1999) · 1999
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Asymptotic statistics
Van der Vaart, A. W. (2000) · 2000
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Convergence of a block coordinate descent method for nondifferentiable minimization
Tseng, P. (2001) · 2001
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Twicing kernels and a small bias property of semiparametric estimators
Newey, W. K., Hsieh, F., and Robins, J. M. (2004) · 2004
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Higher order influence functions and minimax estimation of nonlinear functionals
Robins, J., Li, L., Tchetgen, E., and van der Vaart, A. (2008) · 2008
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Simultaneous analysis of lasso and dantzig selector
Bickel, P. J., Ritov, Y., and Tsybakov, A. B. (2009) · 2009
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Minimax rates of estimation for high-dimensional linear regression over ℓ _ q \ell\_q -balls
Raskutti, G., Wainwright, M. J., and Yu, B. (2009) · 2009
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On doubly robust estimation in a semiparametric odds ratio model
Tchetgen Tchetgen, E. J., Robins, J. M., and Rotnitzky, A. (2009) · 2009
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Applications of influence functions to semiparametric regression models
Ayyagari, R. (2010) · 2010
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Regularization paths for generalized linear models via coordinate descent
Friedman, J., Hastie, T., and Tibshirani, R. (2010) · 2010
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A unified framework for high-dimensional analysis of M-estimators with decomposable regularizers
Negahban, S., Ravikumar, P., Wainwright, M., and Yu, B. (2010) · 2010
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High dimensional sparse econometric models: An introduction
Belloni, A. and Chernozhukov, V. (2011) · 2011
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Statistics for high-dimensional data: methods, theory and applications
High-dimensional inference in misspecified linear models
Bühlmann, P. and van de Geer, S. (2015) · 2015
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Robust inference on average treatment effects with possibly more covariates than observations
Farrell, M. H. (2015) · 2015
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Bias-reduced doubly robust estimation
Vermeulen, K. and Vansteelandt, S. (2015) · 2015
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Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting
Chan, K. C. G., Yam, S. C. P., and Zhang, Z. (2016) · 2016
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Locally Robust Semiparametric Estimation
Chernozhukov, V., Escanciano, J. C., Ichimura, H., Newey, W. K., and Robins, J. M. (2016) · 2016
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Bühlmann, P. and Van De Geer, S. (2011) · 2011
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Minimax rates of estimation for high-dimensional linear regression over ℓ q \ell_{q} -balls
Raskutti, G., Wainwright, M. J., and Yu, B. (2011) · 2011
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Cross-validated targeted minimum-loss-based estimation
Zheng, W. and van der Laan, M. J. (2011) · 2011
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High-dimensional regression with noisy and missing data: Provable guarantees with nonconvexity
Loh, P.-L. and Wainwright, M. J. (2012) · 2012
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A unified framework for high-dimensional analysis of m m -estimators with decomposable regularizers
Negahban, S. N., Ravikumar, P., Wainwright, M. J., Yu, B., et al. (2012) · 2012
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Quasi-likelihood and/or robust estimation in high dimensions
van de Geer, S. and Müller, P. (2012) · 2012
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Non-asymptotic random matrix theory
Vershynin, R. (2012) · 2012
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Van de Geer, S. (2016) · 2016
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Avagyan, V. and Vansteelandt, S. (2017) · 2017
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Augmented Minimax Linear Estimation
Hirshberg, D. A. and Wager, S. (2017) · 2017
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Tan, Z. (2017) · 2017
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Approximate residual balancing: debiased inference of average treatment effects in high dimensions
Athey, S., Imbens, G. W., and Wager, S. (2018) · 2018
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Double/debiased machine learning for treatment and structural parameters
Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W., and Robins, J. (2018) · 2018
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Robust Estimation of Causal Effects via High-Dimensional Covariate Balancing Propensity Score
Ning, Y., Peng, S., and Imai, K. (2018) · 2018
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Finite-sample Analysis of M-estimators using Self-concordance
Ostrovskii, D. and Bach, F. (2018) · 2018
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Tan, Z. (2018) · 2018
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Characterization of parameters with a mixed bias property
Rotnitzky, A., Smucler, E., and Robins, J. M. (2019) · 2019
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