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- W3081702957 abstract "Summary We study a class of parameters with the so-called mixed bias property. For parameters with this property, the bias of the semiparametric efficient one-step estimator is equal to the mean of the product of the estimation errors of two nuisance functions. In nonparametric models, parameters with the mixed bias property admit so-called rate doubly robust estimators, i.e., estimators that are consistent and asymptotically normal when one succeeds in estimating both nuisance functions at sufficiently fast rates, with the possibility of trading off slower rates of convergence for the estimator of one of the nuisance functions against faster rates for the estimator of the other nuisance function. We show that the class of parameters with the mixed bias property strictly includes two recently studied classes of parameters which, in turn, include many parameters of interest in causal inference. We characterize the form of parameters with the mixed bias property and of their influence functions. Furthermore, we derive two functional loss functions, each being minimized at one of the two nuisance functions. These loss functions can be used to derive loss-based penalized estimators of the nuisance functions." @default.
- W3081702957 created "2020-09-08" @default.
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- W3081702957 date "2020-08-31" @default.
- W3081702957 modified "2023-10-13" @default.
- W3081702957 title "Characterization of parameters with a mixed bias property" @default.
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- W3081702957 doi "https://doi.org/10.1093/biomet/asaa054" @default.
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