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De-biased L1 calibration error estimator
Hi Ananya,
Thanks for this excellent work. Read it again recently, and I was hoping there'd be code for the de-biased L1 calibration error proposed in Definition G.3 of the Appendix for this paper.
Specifically I'm trying to recreate Figure 12 in the paper. Recently I ran a simulation which found the de-biased estimator actually achieves worse MSE than the plugin estimator. [Code Here].
Tony
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