Exact and robust conformal inference methods for predictive machine learning with dependent data
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- Victor Chernozhukov & Kaspar Wüthrich & Yinchu Zhu, 2021.
"An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 116(536), pages 1849-1864, October.
- Victor Chernozhukov & Kaspar Wüthrich & Yu Zhu, 2017. "An exact and robust conformal inference method for counterfactual and synthetic controls," CeMMAP working papers 62/17, Institute for Fiscal Studies.
- Chernozhukov, Victor & Wüthrich, Kaspar & Zhu, Yinchu, 2021. "An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls," University of California at San Diego, Economics Working Paper Series qt90m9d66s, Department of Economics, UC San Diego.
- Victor Chernozhukov & Kaspar Wüthrich & Yu Zhu, 2017. "An exact and robust conformal inference method for counterfactual and synthetic controls," CeMMAP working papers CWP62/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu, 2017. "An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls," Papers 1712.09089, arXiv.org, revised May 2021.
- Jing Lei & Larry Wasserman, 2014. "Distribution-free prediction bands for non-parametric regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(1), pages 71-96, January.
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- Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu, 2019.
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More about this item
Keywords
Conformal inference; permutation and randomization; dependent data; groups;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2018-07-30 (Big Data)
- NEP-CMP-2018-07-30 (Computational Economics)
- NEP-ECM-2018-07-30 (Econometrics)
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