Before revision: We provide novel adaptive inference methods, based on \ell_1 regularization, for regular ( semi-parametric ) and non-regular (nonparametric) linear functionals of the conditional expectation function.
After revision: We provide novel adaptive inference methods, based on \ell_1 regularization, for regular ( semiparametric ) and non-regular (nonparametric) linear functionals of the conditional expectation function.