Ignatiadis, Nikolaos; Huber, Wolfgang - In: Journal of the Royal Statistical Society: Series B … 83 (2021) 4, pp. 720-751
testing procedures through the independent hypothesis weighting (IHW) framework to use data‐driven weights that are calculated … cross‐weighting, a data‐splitting approach that enables learning the weight‐covariate function without overfitting as long …