Canonical Least Favorable Submodels:A New TMLE Procedure for Multidimensional Parameters

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Levy, Jonathan;
  • Subject: Statistics - Applications | Mathematics - Statistics Theory | Statistics - Methodology

This paper is a fundamental addition to the world of targeted maximum likelihood estimation (TMLE) (or likewise, targeted minimum loss estimation) for simultaneous estimation of multi-dimensional parameters of interest. TMLE, as part of the targeted learning framework, ... View more
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