On methods of sieves and penalization

DOI10.1214/AOS/1030741085zbMath0895.62041OpenAlexW2079559497MaRDI QIDQ1383094

Xiaotong Shen

Publication date: 20 September 1998

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

Full work available at URL: https://doi.org/10.1214/aos/1030741085

zbMATH Keywords

asymptotic normalitypenalizationefficiencymaximum likelihood estimatesconstraintssemiparametricmethod of sievessubstitution estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Foundations and philosophical topics in statistics (62A01)

Related Items (only showing first 100 items - show all)

Statistical foundation of variational Bayes neural networks ⋮ Sieve Estimation of a Class of Partially Linear Transformation Models With Interval-Censored Competing Risks Data ⋮ Identification in ascending auctions, with an application to digital rights management ⋮ Asymptotic properties of neural network sieve estimators ⋮ Minimax rates for conditional density estimation via empirical entropy ⋮ Regression analysis of misclassified current status data with informative observation times ⋮ Generalized Odds Rate Frailty Models for Current Status Data with Informative Censoring ⋮ Survival Analysis via Ordinary Differential Equations ⋮ Causal inference of general treatment effects using neural networks with a diverging number of confounders ⋮ Asset pricing with neural networks: significance tests ⋮ Regression analysis of informative current status data with the semiparametric linear transformation model ⋮ EM algorithm for the additive risk mixture cure model with interval-censored data ⋮ An additive hazards cure model with informative interval censoring ⋮ On efficient estimation of the ordered response model ⋮ Parameter estimation and inference in dynamic systems described by linear partial differential equations ⋮ Nonparametric regression with current status data ⋮ Regression analysis of dependent current status data with the accelerated failure time model ⋮ Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables ⋮ Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model ⋮ Data-adaptive estimation of the treatment-specific mean ⋮ Inference in panel data models under attrition caused by unobservables ⋮ Robust estimation of constant and time-varying parameters in nonlinear ordinary differential equation models ⋮ Regression analysis of current status data in the presence of a cured subgroup and dependent censoring ⋮ Semiparametric estimation of signaling games with equilibrium refinement ⋮ NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE ⋮ Sieve maximum likelihood estimation for the proportional hazards model under informative censoring ⋮ Regression analysis of current status data in the presence of dependent censoring with applications to tumorigenicity experiments ⋮ Cox regression analysis of dependent interval-censored failure time data ⋮ Partially linear transformation cure models for interval-censored data ⋮ Parameter estimation for semiparametric ordinary differential equation models ⋮ The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics ⋮ Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models ⋮ CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS ⋮ Regressions with Berkson errors in covariates -- a nonparametric approach ⋮ Regression analysis of interval-censored failure time data with cured subgroup and mismeasured covariates ⋮ A spline-based nonparametric analysis for interval-censored bivariate survival data ⋮ Nonparametric \(n^{-1/2}\)-consistent estimation for the general transformation models ⋮ Some uniform convergence results for kernel estimators ⋮ Efficient semiparametric copula estimation of regression models with endogeneity ⋮ Efficient estimation of semiparametric copula models for bivariate survival data ⋮ A structural analysis of simple contracts ⋮ A pairwise pseudo‐likelihood approach for left‐truncated and interval‐censored data under the Cox model ⋮ Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials ⋮ Efficient calibration for imperfect computer models ⋮ A Mann-Whitney test of distributional effects in a multivalued treatment ⋮ Efficient shrinkage in parametric models ⋮ Finite sample behavior of a sieve profile estimator in the single index mode ⋮ Sieve M-estimation for semiparametric varying-coefficient partially linear regression model ⋮ Semiparametric efficiency in GMM models with auxiliary data ⋮ Penalized empirical likelihood estimation of semiparametric models ⋮ Unnamed Item ⋮ Joint analysis of interval-censored failure time data and panel count data ⋮ Efficient estimation for the non-mixture cure model with current status data ⋮ Sieve maximum likelihood estimation of the spatial autoregressive Tobit model ⋮ Irregular identification of structural models with nonparametric unobserved heterogeneity ⋮ Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos ⋮ Identification and estimation of nonlinear dynamic panel data models with unobserved covariates ⋮ A sieve M-theorem for bundled parameters in semiparametric models, with application to the efficient estimation in a linear model for censored data ⋮ Sieve \(M\) inference on irregular parameters ⋮ Select the valid and relevant moments: an information-based Lasso for GMM with many moments ⋮ On High-Dimensional Constrained Maximum Likelihood Inference ⋮ Universal sieve-based strategies for efficient estimation using machine learning tools ⋮ Semiparametric inference for merged data from multiple data sources ⋮ Comment on identification and estimation of nonlinear models using two samples with nonclassical measurement errors ⋮ Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information ⋮ Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method ⋮ Well-posedness of measurement error models for self-reported data ⋮ Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions ⋮ An alternative root-\(n\) consistent estimator for panel data binary choice models ⋮ Forecasting business profitability by using classification techniques: a comparative analysis based on a Spanish case ⋮ Statistical models: conventional, penalized and hierarchical likelihood ⋮ Robust estimates in generalised varying-coefficient partially linear models ⋮ Estimation of the binary response model using a mixture of distributions estimator (MOD) ⋮ Monte Carlo algorithms for optimal stopping and statistical learning ⋮ Semiparametric sieve maximum likelihood estimation under cure model with partly interval censored and left truncated data for application to spontaneous abortion ⋮ Outcome-dependent sampling with interval-censored failure time data ⋮ Efficient estimation of a semiparametric partially linear varying coefficient model ⋮ Sieve estimation of constant and time-varying coefficients in nonlinear ordinary differential equation models by considering both numerical error and measurement error ⋮ Sieve least squares estimation for partially nonlinear models ⋮ Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models ⋮ Sieve inference on possibly misspecified semi-nonparametric time series models ⋮ Estimation of panel data partly specified Tobit regression with fixed effects ⋮ Estimation of the additive hazards model with case \(K\) interval-censored failure time data in the presence of informative censoring ⋮ Nonparametric identification of discrete choice models with lagged dependent variables ⋮ Efficient and robust density estimation using Bernstein type polynomials ⋮ EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS ⋮ Regression analysis of informative current status data with the additive hazards model ⋮ Locally Efficient Semiparametric Estimators for Proportional Hazards Models with Measurement Error ⋮ A Sieve model for extreme values ⋮ A vine copula approach for regression analysis of bivariate current status data with informative censoring ⋮ Sieve Empirical Likelihood and Extensions of the Generalized Least Squares ⋮ A Likelihood-Based Framework for Association Analysis of Allele-Specific Copy Numbers ⋮ NONPARAMETRIC IDENTIFICATION OF ACCELERATED FAILURE TIME COMPETING RISKS MODELS ⋮ Regression analysis of informatively interval-censored failure time data with semiparametric linear transformation model ⋮ Identification and estimation of nonlinear models using two samples with nonclassical measurement errors ⋮ Identification and estimation of nonlinear models using two samples with nonclassical measurement errors ⋮ Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors ⋮ Toward Computerized Efficient Estimation in Infinite-Dimensional Models ⋮ PROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLY ⋮ Efficient estimation of copula-based semiparametric Markov models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Information and asymptotic efficiency in parametric-nonparametric models
• Achieving information bounds in non and semiparametric models
• On maximum likelihood estimation in infinite dimensional parameter spaces
• Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
• A central limit theorem under metric entropy with \(L_ 2\) bracketing
• On adaptive estimation
• Asymptotically normal families of distributions and efficient estimation
• Profile likelihood and conditionally parametric models
• Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
• Rates of convergence for minimum contrast estimators
• Convergence rate of sieve estimates
• Optimal global rates of convergence for nonparametric regression
• Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
• Inequalities for the norms of a function and its derivatives in metric \(L_ p\)
• Nuisance parameters, mixture models, and the efficiency of partial likelihood estimators
• Regression Quantiles
• SPLINE FUNCTIONS AND THE PROBLEM OF GRADUATION
• A characterization of limiting distributions of regular estimates
• Rates of Convergence of Estimates and Test Statistics
• On Fisher's Bound for Asymptotic Variances
• On the Asymptotic Distribution of Differentiable Statistical Functions
• Convergence of stochastic processes

This page was built for publication: On methods of sieves and penalization