Newey, Whitney K.
- Automatic Debiased Machine Learning via Riesz Regression
2021/04/30 by Victor Chernozhukov, Whitney K. Newey, Chernozhukov, Victor +5 · 14 citations
Computer Science · #62D20 #62G20 #62J02 (Secondary) #62P20 (Primary) #Econometrics (econ.EM) #FOS: Economics and business #FOS: Mathematics #Neural Networks and Applications #Statistics Theory (math.ST)
- Locally Robust Semiparametric Estimation
2016/07/29 by Chernozhukov, Victor, Escanciano, Juan Carlos, Ichimura, Hidehiko +2 · 8 citations
#62G05 #Econometrics (econ.EM) #FOS: Economics and business #FOS: Mathematics #Statistics Theory (math.ST)
- Inference in Linear Regression Models with Many Covariates and Heteroskedasticity
2015/07/09 by Cattaneo, Matias D., Jansson, Michael, Newey, Whitney K. · 7 citations
#Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
- The Influence Function of Semiparametric Estimators
2015/08/06 by Ichimura, Hidehiko, Newey, Whitney K. · 5 citations
#FOS: Computer and information sciences #Methodology (stat.ME)
- RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests
2021/10/06 by Chernozhukov, Victor, Newey, Whitney K., Quintas-Martinez, Victor +1 · 7 citations
#Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML)
- Constrained Conditional Moment Restriction Models
2015/09/21 by Victor Chernozhukov, Chernozhukov, Victor, Whitney K. Newey +3 · 2 citations
Economics, Econometrics and Finance · Social Sciences · #Economic Policies and Impacts #FOS: Mathematics #Gender, Labor, and Family Dynamics #Monetary Policy and Economic Impact #Statistics Theory (math.ST)
- Alternative Asymptotics and the Partially Linear Model with Many\n Regressors
2015/05/28 by Matias D. Cattaneo, Cattaneo, Matias D., Michael Jansson +3 · 2 citations
Mathematics · Computer Science · #Statistical Methods and Inference #Bayesian Methods and Mixture Models #Statistical Methods and Bayesian Inference
- Cross-Fitting and Fast Remainder Rates for Semiparametric Estimation
2018/01/27 by Newey, Whitney K., Robins, James R. · 1 citation
#FOS: Mathematics #Statistics Theory (math.ST)
- A Simple and General Debiased Machine Learning Theorem with Finite\n Sample Guarantees
2021/05/31 by Victor Chernozhukov, Whitney K. Newey, Chernozhukov, Victor +3 · 1 citation
Computer Science · Mathematics · #Econometrics (econ.EM) #Explainable Artificial Intelligence (XAI) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms #Machine Learning and Data Classification #Statistical Methods and Inference #Statistics Theory (math.ST)