Learning L2 Continuous Regression Functionals via Regularized Riesz Representers
By Victor Chernozhukov, Whitney K. Newey, Rahul Singh. 2018
29 citations recorded by the source corpus.
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- Victor Chernozhukov
- Whitney K. Newey
- Hidehiko Ichimura
- Susan Athey
- Stefan Wager
- Guido W. Imbens
- James M. Robins
- Juan-Carlos Escanciano
Citations in the corpus
- Double/De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers (2018, methodology): “Using closed-form solutions for Riesz representers in several examples, Chernozhukov et al. (2016, 2018a) defined DML estimators in high dimensional settings and established their good properties.”
- A unifying approach for doubly-robust $\ell_1$ regularized estimation of causal contrasts (2019, methodology): “Specifically, Chernozhukov et al. (2018) showed that ATE is an instance of a much larger class of functionals, which includes many parameters of interest in causal inference, and which can be expressed as a continuos and linear functional of the conditional mean of an outcome given covariates.”
- Locally Robust Semiparametric Estimation (2016, methodology): “This estimator ̂() of 0( 0) generalizes that of Chernozhukov, Newey, and Singh (2018) to allow for a residual ( ()) other than − () and a general moment function.”