New Publication: Penalized estimation for causal parameters in The Annals of Applied Statistics

Our paper on shrinkage estimation for estimating large sets of causal parameters is now available at The Annals of Applied Statistics: Asymptotically efficient data-adaptive penalized shrinkage estimation with application to causal inference. You can also download a PDF of the article. This is joint work with Yiting Li, Mara A. McAdams-DeMarco, Wenbo Wu, and Iván Díaz.