Minimax Rate-Optimal Inference for Individualized Quantile Treatment Effects in High-dimensional Models
高维模型中个体化分位数处理效应的极小极大速率最优推断
The quantification of treatment effects plays an important role in a wide range of applications, including policy making and bio-pharmaceutical research. In this article, we study the quantile treatment effect (QTE) while addressing two specific types of heterogeneities: (a) personalized heterogeneity, which captures the varying treatment effects for different individuals, and (b) quantile heterogeneity, which accounts for how the impact of covariates varies across different…