Asymptotically efficient estimation for analytic distributions

MaRDI QIDQ1360381zbMATH OpenFDO

Authors Yu. Golubev, B. Ya. Levit

Publication date 13 October 1997

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

density estimationanalytic functionsefficient estimatorssecond order efficiencybounded analytic continuation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(22)

• scientific article; zbMATH DE number 5019937 (Why is no real title available?)
• Efficient estimation of multivariate analytic functions in cube-like domains
• Deconvolution of supersmooth densities with smooth noise
• A note on nonparametric estimation of linear functionals.
• Asymptotically efficient estimation of analytic functions in Gaussian noise
• Asymptotic efficiency of the Spearman estimator and characterizations of distributions
• On estimation of analytic density functions in \(L_p\)
• Conditional density estimation in a regression setting
• Adaptive estimation of and oracle inequalities for probability densities and characteristic functions
• A comparative simulation study on the IFS distribution function estimator
• Minimax estimation of the Wigner function in quantum homodyne tomography with ideal detectors
• Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses
• Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
• Penalized maximum likelihood and semiparametric second-order efficiency
• Distribution estimation for biased data
• Nonasymptotic bounds for autoregressive time series modeling.
• Semi-parametric estimation in the nonlinear structural errors-in-variables model
• Lower bound for estimation of Sobolev densities of order less \(1/2\)
• Estimation of the density of regression errors
• Minimax revisited. II
• Efficient estimation of a density in a problem of tomography.
• Empirical Bayesian test of the smoothness

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