Asymptotically optimal estimators of general regression functionals

DOI10.1006/JMVA.1993.1071MaRDI QIDQ689366zbMATH OpenOpenAlexFDO

Authors Michael Falk

Publication date 6 December 1993

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1993.1071

zbMATH Keywords

conditional distribution functionconditional medianconditional quantilesestimation of general regression functionalsgeneralization of the mean value functionalkernel type estimatorsoptimal rate of convergencePoisson process approachPoissonizationregression quantileweak convergence of the maximum error

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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• FUNCTIONAL ESTIMATION BY ASYMPTOTIC REGRESSION
• Generalized regression estimation for continuous time processes with values in functional spaces
• Some asymptotic theory for functional regression with stationary regressor
• Godambe estimating functions and asymptotic optimal inference
• Asymptotically efficient estimation of linear functionals in inverse regression models

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