Chernozhukov, Victor; Chetverikov, Denis; Demirer, Mert; … - 2017
We revisit the classic semiparametric problem of inference on a low di-mensional parameter Ø0 in the presence of high-dimensional nuisance parameters π0. We depart from the classical setting by allowing for π0 to be so high-dimensional that the traditional assumptions, such as Donsker...