Article
Targeted Maximum Likelihood Estimation using Exponential Families.
The international journal of biostatistics - 1 Nov 2015
Díaz Iván, Rosenblum Michael
Abstract excerpt
Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semiparametric and nonparametric models. The key step in any TMLE implementation is constructing a sequence of least-favorable parametric models for the parameter of interest. This has been done for a variety of parameters arising in causal inference problems, by augmenting standard regression models with a...
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