# Inference on function-valued parameters using a restricted score test

@inproceedings{Hudson2021InferenceOF, title={Inference on function-valued parameters using a restricted score test}, author={Aaron Hudson and Marco Carone and Ali Shojaie}, year={2021} }

It is often of interest to make inference on an unknown function that is a local parameter of the data-generating mechanism, such as a density or regression function. Such estimands can typically only be estimated at a slower-than-parametric rate in nonparametric and semiparametric models, and performing calibrated inference can be challenging. In many cases, these estimands can be expressed as the minimizer of a population risk functional. Here, we propose a general framework that leverages…

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