Sharp Debiasing for Smooth Functional Estimation in Banach Spaces
Banach 空间中光滑泛函估计的锐利去偏
This paper studies the estimation of smooth functionals $f(θ)$ of a mean parameter $θ= \mathbb{E}_P[W]$ for a distribution $P$ on a general Banach space. We propose a cross-fitted estimator based on a single sample splitting and establish non-asymptotic moment bounds and Berry--Esséen bounds for both $m$-smooth and infinitely smooth functionals under the finite moment assumptions. Our framework is applied to precision matrix estimation and the inference of projection…