Minimax estimation of the expected conditional covariance under bounds on the covariate density
协变量密度有界条件下期望条件协方差的极小极大估计
In many scientific studies, evaluating the association between two responses requires adjusting for shared covariates. The expected conditional covariance measures this adjusted association and is used in conditional independence testing and treatment effect estimation. Researchers often estimate it using fitted conditional means, but removing the bias caused by the estimation errors of these conditional means remains a difficult task. This difficulty can increase when the…