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There are many interesting and widely used estimators of a functional with finite semi-parametric variance bound that depend on nonparametric estimators of nuisance func-tions. We use cross-fitting to construct such estimators with fast remainder rates. We give cross-fit doubly robust...
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have smaller bias that is flatter as a function of first step smoothing leading to improved small sample properties. Series …
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bias and so are important when the first step is machine learning. We derive LR moment conditions for dynamic discrete …
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Standard approaches to constructing nonparametric confidence bands for functions are frustrated by the impact of bias … overcome this problem it is common practice to either undersmooth, so as to reduce the impact of bias, or oversmooth, and … thereby introduce an explicit or implicit bias estimator. However, these approaches, and others based on nonstandard smoothing …
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A longstanding distinction in psychology is between implicit and explicit preferences. Implicit preferences are ordinarily measured by observing non-choice data, such as response time. In this paper we introduce a method for inferring implicit preferences directly from choices. The necessary...
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