Minimax rates for heterogeneous causal effect estimation

DOI10.1214/24-AOS2369arXiv2203.00837OpenAlexW4396760949MaRDI QIDQ6392541

James M. Robins, Edward H. Kennedy, Sivaraman Balakrishnan, Larry Alan Wasserman

Publication date: 1 March 2022

Full work available at URL: https://doi.org/10.1214/24-aos2369

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Causal inference from observational studies (62D20)

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