In this note, we characterize the semiparametric efficiency bound for a class of semi- parametric models in which the unknown nuisance functions are identified via nonparametric conditional moment restrictions with possibly non-nested or over-lapping conditioning sets, and the finite dimensional...

In this paper, we derive a rate of convergence of the Lasso estimator when the penalty parameter Lambda for the estimator is chosen using K-fold cross-validation; in particular, we show that in the model with Gaussian noise and under fairly general assumptions on the candidate set of values of...