A Geometric Perspective on Double Robustness by Semiparametric Theory
and Information Geometry
A Geometric Perspective on Double Robustness by Semiparametric Theory
and Information Geometry
Double robustness (DR) is a widely-used property of estimators that provides protection against model misspecification and slow convergence of nuisance functions. While DR is a global property on the probability distribution manifold, it often coincides with influence curves, which only ensure orthogonality to nuisance directions locally. This apparent discrepancy raises …