Targeted minimum loss based estimator that outperforms a given estimator.

@article{Gruber2012TargetedML,
  title={Targeted minimum loss based estimator that outperforms a given estimator.},
  author={Susan Gruber and Mark J van der Laan},
  journal={The international journal of biostatistics},
  year={2012},
  volume={8 1},
  pages={
          Article 11
        }
}
Targeted minimum loss based estimation (TMLE) provides a template for the construction of semiparametric locally efficient double robust substitution estimators of the target parameter of the data generating distribution in a semiparametric censored data or causal inference model (van der Laan and Rubin (2006), van der Laan (2008), van der Laan and Rose (2011)). In this article we demonstrate how to construct a TMLE that also satisfies the property that it is at least as efficient as a user… CONTINUE READING