Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data

DOI10.3150/21-BEJ1378OpenAlexW3088487772MaRDI QIDQ2137036

Satyajit Ghosh, Zhiqiang Tan

Publication date: 16 May 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.12033

zbMATH Keywords

semiparametric estimationhigh-dimensional datadouble robustnesspartially linear modelaverage treatment effectcalibration estimationLasso penaltydebiased Lasso

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Parametric inference (62Fxx) Nonparametric inference (62Gxx)

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