MaximinInfer: Inference for Maximin Effect in High-Dimensional Settings

Implementation of the sampling and aggregation method for the covariate shift maximin effect, which was proposed in <arXiv:2011.07568>. It constructs the confidence interval for any linear combination of the high-dimensional maximin effect.

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Package details

AuthorZhenyu Wang; Zijian Guo
MaintainerZhenyu Wang <>
Package repositoryView on CRAN
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MaximinInfer documentation built on Nov. 8, 2021, 5:07 p.m.