A Cross-Validatory Choice of Smoothing Parameter in Adaptive Location Estimation

DOI10.2307/2290773MaRDI QIDQ3142125zbMATH OpenOpenAlexFDO

Authors Byeong U. Park

Publication date 20 December 1993

Full work available at URL https://doi.org/10.2307/2290773

zbMATH Keywords

bootstrap methodcross-validationdata-driven bandwidth selectorefficient score functionfinite sample performancekernel-based adaptive location estimatorsnew data-driven methodsimulation study

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Density estimation (62G07)

Recommendations

• Empirical smoothing parameter selection in adaptive estimation
• Smoothing in adaptive estimation
• Smoothing parameter selection for smooth distribution functions
• Optimal smoothing in adaptive location estimation
• Smoothed cross-validation

Cited in

(6)

• Empirical smoothing parameter selection in adaptive estimation
• Optimal smoothing in adaptive location estimation
• Tests against inequality constraints in semiparametric models
• Higher order kernels in adaptive location estimation^∗
• Semi-parametric regression: efficiency gains from modeling the nonparametric part
• Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors

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