• Corpus ID: 234681786

Inference on function-valued parameters using a restricted score test

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