Cross-Validated Targeted Minimum-Loss-Based Estimation

By Wenjing Zheng, M. J. van der Laan. 2011

246 citations recorded by the source corpus.

Subfields: Computer Networks and Communications, Statistics and Probability

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computer Networks and Communications

1. Jan Peters
2. Susan Athey
3. Stefan Wager

In Statistics and Probability

1. Susan Athey
2. Stefan Wager
3. Jan Peters
4. Rajen Dinesh Shah
5. Mihaela van der Schaar
6. Guido W. Imbens
7. Ahmed M. Alaa
8. Victor Chernozhukov

Citations in the corpus

• The hardness of conditional independence testing and the generalised covariance measure (2018, background): “To state a general result avoiding additional conditions, here we will suppose that f̂ and ĝ have been constructed from an auxiliary training sample, independent of the data (X(n),Y(n),Z(n)), see, for example, [46, 56].”
• Targeted Data Adaptive Estimation of the Causal Dose–Response Curve (2013, unknown): “The cross-validated TMLE, whose theoretical properties are discussed in Zheng and van der Laan [26], provides a template for the joint use of cross-validation and TMLE methodology that avoids Donsker conditions and therefore allows the use of very data-adaptive techniques in order to find consistent”
• Policy Learning With Observational Data (2017, methodology): “The K -fold algorithmic structure used in (18) was proposed in an early paper by Schick (1986) as a general purpose tool for efficient estimation in semiparametric models, and has also been used by other authors including Robins et al. (2017) and Zheng and van der Laan (2011).”