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. Author manuscript; available in PMC: 2021 Jul 1.
Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2020 May 13;82(3):719–747. doi: 10.1111/rssb.12372

Figure 5:

Figure 5:

Observed coverage of pointwise 95% doubly-robust and plug-in confidence intervals using machine learning estimators based on simulated data including n = 1000 observations. Columns indicate whether μn and gn are consistent or not. Black dashed lines indicate the nominal coverage rate. CF stands for cross-fitted; PI for plug-in; DR for doubly-robust.