Gaussian and bootstrap approximation for matching-based average treatment effect estimators
匹配型平均处理效应估计量的高斯与自助法近似
We establish Gaussian approximation bounds for covariate and rank-matching-based Average Treatment Effect (ATE) estimators. By analyzing these estimators through the lens of stabilization theory, we employ the Malliavin–Stein method to derive our results. Our bounds precisely quantify the impact of key problem parameters, including the number of matches and treatment balance, on the accuracy of the Gaussian approximation. Additionally, we develop multiplier bootstrap…