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Top row: empirical bias for the proposed and naive estimators scaled by n1/2 for setting A, based on gradient-boosted trees. Bottom row: empirical coverage of nominal 95% confidence intervals for the proposed and naive estimators for setting A, using gradient-boosted trees. We consider all s combinations from Table 1. Diamonds denote the naive estimator, and circles denote the proposed estimator. Monte Carlo error bars are displayed vertically.
