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We provide adaptive inference methods, based on $\ell_1$ regularization, for regular (semi-parametric) and non-regular (nonparametric) linear functionals of the conditional expectation function.
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Twicing kernels and a small bias property of semiparametric estimators
Newey, W. K., F. Hsieh, and J. M. Robins (2004) · 2004
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Cross section and panel data estimators for nonseparable models with endogenous regressors
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Asymptotic normality and optimalities in estimation of large Gaussian graphical models
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Locally robust semiparametric estimation
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Confidence regions for high-dimensional generalized linear models under sparsity
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TMLE for marginal structural models based on an instrument
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A general theory of hypothesis tests and confidence regions for sparse high dimensional models
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