Higher-Order Efficient Estimators: A Review and Simulation-Based Benchmark Study
高阶有效估计量:综述与模拟基准研究
Higher-order efficient estimators extend standard first-order semiparametric estimators by replacing second-order residuals with third- or higher-order terms, potentially enabling asymptotic efficiency under slower nuisance function convergence rates and improving finite-sample performance. Existing methods achieve higher-order expansions through structurally different approximation strategies, including basis truncation, kernel smoothing, and highly adaptive lasso (HAL)…