treatment and take the cross‐fitted residuals. This step uses a novel generic cross‐fitting method that we design for weakly …

treatment and take the cross-fitted residuals. This step uses a novel generic cross-fitting method that we design for weakly …

We investigate the finite sample performance of sample splitting, cross-fitting and averaging for the estimation of the …-splitting, cross-fitting and averaging procedures. We investigate the performance of each estimator independently on four different … the sample split estimators can be achieved when applying cross-fitting plus taking the median over multiple different …

. This paper introduces a new weighting scheme that combines cross-fitting and regularized weighting matrix estimation. We … also provide a new cross-fitting standard error, applying cross-fitting to estimate the asymptotic variance. In a many …-moment asymptotic framework, we demonstrate the effectiveness of cross-fitting in eliminating a first-order asymptotic bias due to …

. This paper introduces a new weighting scheme that combines cross-fitting and regularized weighting matrix estimation. We … also provide a new cross-fitting standard error, applying cross-fitting to estimate the asymptotic variance. In a many …-moment asymptotic framework, we demonstrate the effectiveness of cross-fitting in eliminating a first-order asymptotic bias due to …

doubly robust influence function and cross-fitting, we give tractable primitive conditions under which the nuisance …

robust influence function and cross-fitting, we give tractable primitive conditions under which the nuisance estimators do …