no code implementations • 2 Dec 2023 • Likai Chen, Georg Keilbar, Liangjun Su, Weining Wang
We find that in the Gaussian approximations to the test statistics, the dependence structures in the data can be safely ignored due to the localized nature of the statistics.
no code implementations • 23 Nov 2022 • Ratmir Miftachov, Georg Keilbar, Wolfgang Karl Härdle
This paper fills the limited statistical understanding of Shapley values as a variable importance measure from a nonparametric (or smoothing) perspective.
no code implementations • 27 Jan 2022 • Georg Keilbar, Juan M. Rodriguez-Poo, Alexandra Soberon, Weining Wang
We derive its asymptotic properties by finding out that the limiting distribution has a discontinuity, depending on the explanatory power of our basis functions which is expressed by the variance of the error of the factor loadings.