Generalized Random Forests

We propose generalized random forests, a method for non-parametric statistical estimation based on random forests (Breiman, 2001) that can be used to fit any quantity of interest identified as the solution to a set of local moment equations. Following the literature on local maximum likelihood estimation, our method operates at a particular point in… CONTINUE READING

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0204020172018
Citations per Year

Citation Velocity: 14

Averaging 14 citations per year over the last 2 years.

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