Locally Robust Semiparametric Estimation (Q6181688)

scientific article; zbMATH DE number 7792827

Language	Label	Description	Also known as
English	Locally Robust Semiparametric Estimation	scientific article; zbMATH DE number 7792827

Statements

instance of

scholarly article

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title

Locally Robust Semiparametric Estimation (English)

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author

Victor Chernozhukov

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Juan Carlos Escanciano

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23 January 2024

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full work available at URL

https://arxiv.org/abs/1608.00033

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zbMATH Keywords

local robustness

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orthogonal moments

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double robustness

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semiparametric estimation

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bias

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GMM

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MaRDI profile type

MaRDI publication profile

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cites work

Asymptotic Efficiency of Semiparametric Two-step GMM

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Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions

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Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables

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Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity

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Approximate Residual Balancing: Debiased Inference of Average Treatment Effects in High Dimensions

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Estimating Static Models of Strategic Interactions

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\(\ell_1\)-penalized quantile regression in high-dimensional sparse models

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Inference on Treatment Effects after Selection among High-Dimensional Controls

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Q3831875

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Q4277836

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Sieve semiparametric two-step GMM under weak dependence

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Estimation of Semiparametric Models when the Criterion Function Is Not Smooth

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Double/debiased machine learning for treatment and structural parameters

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Locally Robust Semiparametric Estimation

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Optimal linear instrumental variables approximations

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Robust inference on average treatment effects with possibly more covariates than observations

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PROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLY

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Efficiency Bounds for Missing Data Models With Semiparametric Restrictions

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On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects

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Asymptotic Variance of Semiparametric Estimators With Generated Regressors

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Three-stage semi-parametric inference: control variables and differentiability

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The Influence Curve and Its Role in Robust Estimation

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Q3878553

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Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score

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Conditional Choice Probabilities and the Estimation of Dynamic Models

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Semiparametric least squares (SLS) and weighted SLS estimation of single-index models

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An Efficient Semiparametric Estimator for Binary Response Models

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MODEL SELECTION AND INFERENCE: FACTS AND FICTION

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Q5566063

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Semiparametric efficiency bounds

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Uniform Convergence in Probability and Stochastic Equicontinuity

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The Asymptotic Variance of Semiparametric Estimators

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Instrumental Variable Estimation of Nonparametric Models

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Twicing Kernels and a Small Bias Property of Semiparametric Estimators

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Q3288487

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Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer

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Semiparametric Estimation of Index Coefficients

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Q2770351

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Higher order influence functions and minimax estimation of nonlinear functionals

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Estimation of Regression Coefficients When Some Regressors Are Not Always Observed

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Identifiers

arXiv ID

1608.00033

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6181688