Asymptotically efficient estimation of the sparsity function at a point (Q1098516)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically efficient estimation of the sparsity function at a point |
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Asymptotically efficient estimation of the sparsity function at a point (English)
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1988
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The sparsity function is important in nonparametric inference based on order statistics. In this paper, we consider kernel estimation of the sparsity function. We establish an invariance principle for the kernel estimator and then construct a simple adaptive estimator which we show is asymptotically efficient in the mean squared error sense.
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limiting Gaussian process
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weak convergence
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sparsity function
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order statistics
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kernel estimation
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invariance principle
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adaptive estimator
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asymptotically efficient
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mean squared error
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