< Back to previous page

Project

Bias-reduced double-robust estimation

Double-robust estimators for a target parameter make use of 2 statistical working models, but are consistent for that parameter as soon as one of both models is correct. In this research, we develop optimal techniques for fitting these working models, with the aim to drasically reduce the bias of the double-robust estimator when both working models are misspecified.

Date:1 Jan 2016 →  31 Dec 2019
Keywords:optimal estimation theory, bias, modelmisspecification
Disciplines:Statistics and numerical methods, Applied mathematics in specific fields