Project

Bias-reduced double-robust estimation

Code
3G016116
Duration
01 January 2016 → 31 December 2019
Funding
Research Foundation - Flanders (FWO)
Research disciplines
  • Natural sciences
    • Applied mathematics in specific fields
    • Statistics and numerical methods
Keywords
optimal estimation theory bias modelmisspecification
 
Project description

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.