Questions tagged [influence-curve]
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Theory behind Targeted Maximum Likelihood Estimation (TMLE)
There are many fine how-to articles describing how to implement TMLE but they avoid the details of the underlying theory. I'm currently working my way through Targeted Learning: Causal Inference for Observational and Experimental Data by Mark J. van…
RobertF
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What is the quantity $\delta_x$ at point mass $1$ for any point $x$ in the Influence Function formula?
I'm reading an article on the use of influence curves in robust estimation (Hampel, 1974) which includes the following definition of an influence curve for an estimator $T$:
Let $R$ be the real line, let $T$ be a real-valued functional defined…
RobertF
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