High-dimensional \(A\)-learning for optimal dynamic treatment regimes

DOI10.1214/17-AOS1570zbMath1398.62029OpenAlexW2802230479WikidataQ88877116 ScholiaQ88877116MaRDI QIDQ1650064

Ailin Fan, Rui Song, Chengchun Shi, Wen-Bin Lu

Publication date: 29 June 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1525313071

zbMATH Keywords

Dantzig selectormodel misspecificationoracle inequalityNP-dimensionality\(A\)-learningoptimal dynamic treatment regime

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical decision theory (62C99)

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