Under a global undersmoothing condition, the m-th order spline HAL-MLE is asymptotically efficient as a plug-in estimator for pathwise differentiable target parameters, with applications to average treatment effects and the integral of the squared density.
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Efficient Estimation of Pathwise Differentiable Target Parameters with the Undersmoothed Highly Adaptive Lasso
Under a global undersmoothing condition, the m-th order spline HAL-MLE is asymptotically efficient as a plug-in estimator for pathwise differentiable target parameters, with applications to average treatment effects and the integral of the squared density.