Adaptive maximum likelihood estimators of a location parameter

From MaRDI portal
Revision as of 07:53, 31 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1216127

DOI10.1214/aos/1176343056zbMath0303.62026OpenAlexW2090408613WikidataQ59410709 ScholiaQ59410709MaRDI QIDQ1216127

Charles J. Stone

Publication date: 1975

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343056



Related Items

Higher order kernels in adaptive location estimation, On adaptive statistical inferences, Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form, A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM, Robust statistics for testing equality of means or variances, Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location, A regression approach for estimating the center of symmetry, Between data cleaning and inference: pre-averaging and robust estimators of the efficient price, A note on the construction of asymptotically linear estimators, Asymptotically Fully Efficient Fixed-Width Confidence Intervals for a Location Parameter, Maximum likelihood robust regression by mixture models, Profile Hellinger distance estimation, Unnamed Item, Convergence of the optimal M-estimator over a parametric family of M-estimators, Optimal smoothing in adaptive location estimation, Limits of experiments associated with sampling plans, A multi-step kernel–based regression estimator that adapts to error distributions of unknown form, Asymptotic distribution of nonparametric estimates of distribution functions under a symmetry condition, Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models, Robust locally optimal filters: Kalman and Bayesian estimation theory, Adaptive sequential confidence intervals for A location Parameter, EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION, Estimation of Fisher information using model selection, Adaptive selection of the best population, A smooth adaptive estimator of the mean of a symmetric or asymmetric distribution, On asymptotically efficient estimation for a semiparametric regression model, Challenging the empirical mean and empirical variance: a deviation study, A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression, Finite sample properties of adaptive regression estimators, Moments of the function of non-normal random vector with applications to econometric estimators and test statistics1, Adaptive Estimation in Multiple Time Series With Independent Component Errors, Large sample properties of kernel-type score function estimators, Asymptotically linear estimation in a generalized linear model, A class of optimal tests for symmetry based on local Edgeworth approximations, An adaptive estimation of MAVE, A Robbins-Monro procedure for estimation in semiparametric regression models, Stein shrinkage and second-order efficiency for semiparametric estimation of the shift, A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD, Adaptive estimation in time series regression models, Efficient estimation of the semiparametric spatial autoregressive model, An information-theoretic framework for robustness, A nearest neighbour-estimator for the score function, Penalized maximum likelihood and semiparametric second-order efficiency, Rao's score test with nonparametric density estimators, A review of some adaptive statistical techniques, Some developments in semiparametric statistics, Efficient estimation of Banach parameters in semiparametric models, Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models, Integral approximation by kernel smoothing, Semiparametric inference with kernel likelihood, Peakedness and peakedness ordering in symmetric distributions, Asymptotically efficient estimation based on wavelet of expectation value in a partial linear model, Adaptive estimation in symmetric location model under log-concavity constraint, Unnamed Item, Parametric versus nonparametrics: two alternative methodologies, Approximate maximum likelihood estimation in linear regression, Stein 1956: Efficient nonparametric testing and estimation, ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS, Adaptive R-estimation in a linear regression model with ARMA errors, Local asymptotic normality for autoregression with infinite order, A bootstrap approach to test the conditional symmetry in time series models, Efficient maximum likelihood estimation in semiparametric mixture models, Unnamed Item, Efficient estimation in the two-sample semiparametric location-scale models, Optimal detection of Fechner-asymmetry, Le Cam optimal tests for symmetry against Ferreira and Steel's general skewed distributions, On estimation and adaptive estimation for locally asymptotically normal families, The asymptotic distributions of kernel estimators of the mode, Construction of credible intervals for nonlinear regression models with unknown error distributions, Adaptive estimation of cointegrating regressions with ARMA errors, LAN theorem for non-Gaussian locally stationary processes and its applications, Efficiency improvements in inference on stationary and nonstationary fractional time series, Adaptive estimation for varying coefficient models, A penalty method for nonparametric estimation of the logarithmic derivative of a density function, Partially-adaptive robust estimators of location via exponential embedding, Kernel Density-Based Linear Regression Estimate, Asymptotic minimax estimation in semiparametric models, Tests against inequality constraints in semiparametric models