Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators

DOI10.1016/j.jeconom.2023.105500arXiv2306.10590MaRDI QIDQ6199660

Rajarshi Mukherjee, Lin Liu, James M. Robins

Publication date: 21 March 2024

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

Full work available at URL: https://arxiv.org/abs/2306.10590

zbMATH Keywords

machine learningcausal inferenceeconometricshigher-order influence functionsdoubly robust functionalshigher-order \(U\)-statistics

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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