Nearest-Neighbour Matching on Unbounded Supports and Covariate Shift Transfer
无界支撑上的最近邻匹配与协变量漂移迁移
Expectations of multivariate functions with missing labels occur in various fields such as transfer learning and average treatment effects. Although non-parametric estimators based on nearest-neighbour matching are frequently used in this context, the existing literature assumes that the covariates live in some well-shaped compact subset of $\R^d$, with densities that are bounded away from zero. In this paper, we show that the usual rates of convergence can be achieved with…