“…We analyze the cross-fitted AIPW estimator in the "proportional asymptotic regime", where the number of observations n and features p both diverge, with the ratio p/n converging to some constant κ > 0. This regime has attracted considerable recent attention in high-dimensional statistics [12, 13, 15-18, 23, 25, 29, 30, 38-40, 42, 44, 46, 55, 59, 61, 65, 82, 84, 94, 102, 104, 107, 109, 115, 117, 118], statistical machine learning and analysis of algorithms [31,36,60,67,68,71,72,74,79], econometrics [4,5,14,[26][27][28]51] etc, and shares roots with probability theory and statistical physics [78,120]. Asymptotic approximations derived under this regime demonstrate commendable performance even under moderate sample sizes (c.f.…”