Higher Order Tangent Spaces and Influence Functions

TL;DR

This paper reviews higher order tangent spaces and influence functions, illustrating their use in constructing minimax efficient estimators for parameters within high-dimensional semiparametric models.

Contribution

It introduces a comprehensive review of higher order tangent spaces and influence functions applied to high-dimensional semiparametric estimation.

Findings

Demonstrates how influence functions can be used for efficient estimation.

Provides a framework for constructing minimax optimal estimators.

Highlights applications in high-dimensional models.

Abstract

We review higher order tangent spaces and influence functions and their use to construct minimax efficient estimators for parameters in high-dimensional semiparametric models.