Functional Generalized Empirical Likelihood Estimation for Conditional Moment Restrictions
条件矩约束的函数型广义经验似然估计
Important problems in causal inference, economics, and, more generally, robust machine learning can be expressed as conditional moment restrictions, but estimation becomes challenging as it requires solving a continuum of unconditional moment restrictions. Previous works addressed this problem by extending the generalized method of moments (GMM) to continuum moment restrictions. In contrast, generalized empirical likelihood (GEL) provides a more general framework and has…