Nuisance Function Tuning and Sample Splitting for Optimally Estimating a Doubly Robust Functional
双重稳健泛函最优估计中的辅助函数调参与样本分割
Estimators of doubly robust functionals typically rely on estimating two complex nuisance functions, such as the propensity score and conditional outcome mean for the average treatment effect functional. We consider the problem of how to estimate nuisance functions to obtain optimal rates of convergence for a doubly robust nonparametric functional that has witnessed applications across the causal inference and conditional independence testing literature. For several plug-in…