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Debiased machine learning of global and local parameters using regularized Riesz representers

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Publication:5053126
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DOI10.1093/ectj/utac002OpenAlexW2972798603MaRDI QIDQ5053126

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Publication date: 6 December 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.08667


zbMATH Keywords

sparsityGaussian approximationNeyman orthogonality


Mathematics Subject Classification ID

Statistics (62-XX)


Related Items (4)

Unconditional quantile regression with high‐dimensional data ⋮ Proximal causal inference without uniqueness assumptions ⋮ Estimation and inference for policy relevant treatment effects ⋮ Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators




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