Pages that link to "Item:Q4610654"
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The following pages link to Inference on Treatment Effects after Selection among High-Dimensional Controls (Q4610654):
Displaying 50 items.
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Doubly robust difference-in-differences estimators (Q101594) (← links)
- Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data (Q133315) (← links)
- Specification tests for the propensity score (Q143736) (← links)
- Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848) (← links)
- Worst possible sub-directions in high-dimensional models (Q268764) (← links)
- Model averaging in semiparametric estimation of treatment effects (Q284331) (← links)
- Testing a single regression coefficient in high dimensional linear models (Q311657) (← links)
- On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Higher order inference on a treatment effect under low regularity conditions (Q544637) (← links)
- Statistical inference in sparse high-dimensional additive models (Q820814) (← links)
- Lasso-driven inference in time and space (Q820826) (← links)
- Endogenous treatment effect estimation using high-dimensional instruments and double selection (Q826717) (← links)
- Significance testing in non-sparse high-dimensional linear models (Q1616315) (← links)
- On the post selection inference constant under restricted isometry properties (Q1627565) (← links)
- A unified theory of confidence regions and testing for high-dimensional estimating equations (Q1630400) (← links)
- Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454) (← links)
- Regression adjustment for treatment effect with multicollinearity in high dimensions (Q1727920) (← links)
- ArCo: an artificial counterfactual approach for high-dimensional panel time-series data (Q1739593) (← links)
- Regularization and confounding in linear regression for treatment effect estimation (Q1752011) (← links)
- Causal inference: a missing data perspective (Q1799347) (← links)
- ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models (Q1990586) (← links)
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) (← links)
- Model selection and local geometry (Q1996781) (← links)
- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors (Q1996788) (← links)
- (Machine) learning parameter regions (Q2024444) (← links)
- Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores (Q2024469) (← links)
- Second-order Stein: SURE for SURE and other applications in high-dimensional inference (Q2054467) (← links)
- Inference for high-dimensional varying-coefficient quantile regression (Q2074309) (← links)
- Semiparametrically efficient estimation of the average linear regression function (Q2074616) (← links)
- The illusion of the illusion of sparsity: an exercise in prior sensitivity (Q2077428) (← links)
- Analysing the causal effect of London cycle superhighways on traffic congestion (Q2078321) (← links)
- Mitigating unobserved spatial confounding when estimating the effect of supermarket access on cardiovascular disease deaths (Q2078796) (← links)
- On universally consistent and fully distribution-free rank tests of vector independence (Q2091822) (← links)
- Conditional rotation between forecasting models (Q2106365) (← links)
- Mathematical foundations of machine learning. Abstracts from the workshop held March 21--27, 2021 (hybrid meeting) (Q2131208) (← links)
- Testability of high-dimensional linear models with nonsparse structures (Q2131247) (← links)
- Recent advances in statistical methodologies in evaluating program for high-dimensional data (Q2132738) (← links)
- De-biasing the Lasso with degrees-of-freedom adjustment (Q2136990) (← links)
- Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data (Q2137036) (← links)
- Post-model-selection inference in linear regression models: an integrated review (Q2137823) (← links)
- A two-stage optimal subsampling estimation for missing data problems with large-scale data (Q2143025) (← links)
- Doubly debiased Lasso: high-dimensional inference under hidden confounding (Q2148976) (← links)
- On LASSO for predictive regression (Q2155298) (← links)
- Longitudinal mediation analysis of time-to-event endpoints in the presence of competing risks (Q2163811) (← links)
- Sampling properties of the Bayesian posterior mean with an application to WALS estimation (Q2172003) (← links)
- Uniformly valid confidence intervals post-model-selection (Q2176628) (← links)
- Let's meet as usual: do games played on non-frequent days differ? Evidence from top European soccer leagues (Q2184172) (← links)
