Adaptive maximum likelihood estimators of a location parameter

Cited in

(82)

Peakedness and peakedness ordering in symmetric distributions
A bootstrap approach to test the conditional symmetry in time series models
Optimal detection of Fechner-asymmetry
A penalty method for nonparametric estimation of the logarithmic derivative of a density function
Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location
A note on the construction of asymptotically linear estimators
Limits of experiments associated with sampling plans
Asymptotic distribution of nonparametric estimates of distribution functions under a symmetry condition
Adaptive estimation in time series regression models
An information-theoretic framework for robustness
Approximate maximum likelihood estimation in linear regression
Adaptive estimation of cointegrating regressions with ARMA errors
A regression approach for estimating the center of symmetry
Optimal smoothing in adaptive location estimation
Robust locally optimal filters: Kalman and Bayesian estimation theory
On asymptotically efficient estimation for a semiparametric regression model
Efficient estimation of Banach parameters in semiparametric models
Local asymptotic normality for autoregression with infinite order
Efficient maximum likelihood estimation in semiparametric mixture models
Efficient estimation in the two-sample semiparametric location-scale models
Tests against inequality constraints in semiparametric models
Adaptive selection of the best population
Challenging the empirical mean and empirical variance: a deviation study
Adaptive estimation in symmetric location model under log-concavity constraint
Stein 1956: Efficient nonparametric testing and estimation
A nearest neighbour-estimator for the score function
Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
Adaptive estimation for varying coefficient models
Convergence of the optimal M-estimator over a parametric family of M-estimators
Stein shrinkage and second-order efficiency for semiparametric estimation of the shift
Penalized maximum likelihood and semiparametric second-order efficiency
LAN theorem for non-Gaussian locally stationary processes and its applications
Efficiency improvements in inference on stationary and nonstationary fractional time series
Kernel Density-Based Linear Regression Estimate
A nonparametric regression estimator that adapts to error distribution of unknown form
EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
Adaptive estimation in multiple time series with independent component errors
Between data cleaning and inference: pre-averaging and robust estimators of the efficient price
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form
scientific article; zbMATH DE number 3842981 (Why is no real title available?)
A review of some adaptive statistical techniques
Profile Hellinger distance estimation
Semiparametric inference with kernel likelihood
Parametric versus nonparametrics: two alternative methodologies
Le Cam optimal tests for symmetry against Ferreira and Steel's general skewed distributions
Partially-adaptive robust estimators of location via exponential embedding
On estimation and adaptive estimation for locally asymptotically normal families
The asymptotic distributions of kernel estimators of the mode
A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression
On adaptive statistical inferences
Robust statistics for testing equality of means or variances
Asymptotically Fully Efficient Fixed-Width Confidence Intervals for a Location Parameter
scientific article; zbMATH DE number 60386 (Why is no real title available?)
Adaptive sequential confidence intervals for A location Parameter
scientific article; zbMATH DE number 97561 (Why is no real title available?)
Asymptotically linear estimation in a generalized linear model
Adaptive R-estimation in a linear regression model with ARMA errors
A Robbins-Monro procedure for estimation in semiparametric regression models
Higher order kernels in adaptive location estimation^∗
Asymptotically efficient estimation based on wavelet of expectation value in a partial linear model
A smooth adaptive estimator of the mean of a symmetric or asymmetric distribution
Finite sample properties of adaptive regression estimators
Moments of the function of non-normal random vector with applications to econometric estimators and test statistics¹
A multi-step kernel–based regression estimator that adapts to error distributions of unknown form
ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS
Construction of credible intervals for nonlinear regression models with unknown error distributions
Efficient estimation of the semiparametric spatial autoregressive model
Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models
A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD
Rao's score test with nonparametric density estimators
Estimation of Fisher information using model selection
A class of optimal tests for symmetry based on local Edgeworth approximations
An adaptive estimation of MAVE
Optimal convex M-estimation via score matching
Factor-assisted learning of ultrahigh-dimensional covariates with distributed functional and scalar mixtures with applications to the Avon Longitudinal Study of Parents and Children
The two-sample location shift model under log-concavity
Some developments in semiparametric statistics
Integral approximation by kernel smoothing
Attainability of two-point testing rates for finite-sample location estimation
Asymptotic minimax estimation in semiparametric models
Maximum likelihood robust regression by mixture models
Large sample properties of kernel-type score function estimators

This page was built for publication: Adaptive maximum likelihood estimators of a location parameter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1216127)