M-estimation using penalties or sieves

DOI10.1016/S0378-3758(02)00270-7MaRDI QIDQ1866217zbMATH OpenOpenAlexFDO

Authors Sara Van De Geer

Publication date 3 April 2003

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(02)00270-7

zbMATH Keywords

rate of convergenceempirical processconvexitypenaltysieveM-estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Recommendations

• Convergence rate of sieve estimates
• The method of sieves and minimum contrast estimators
• Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
• Estimating a regression function
• On methods of sieves and penalization

Cites work

• scientific article; zbMATH DE number 5654889 (Why is no real title available?)
• scientific article; zbMATH DE number 1064642 (Why is no real title available?)
• scientific article; zbMATH DE number 3365044 (Why is no real title available?)
• A central limit theorem under metric entropy with \(L_ 2\) bracketing
• An adaptive compression algorithm in Besov spaces
• Approximation of density functions by sequences of exponential families
• Asymptotic analysis of penalized likelihood and related estimators
• Estimating a regression function
• Hellinger-consistency of certain nonparametric maximum likelihood estimators
• Large-sample inference for log-spline models
• Local asymptotics for quantile smoothing splines
• Locally adaptive regression splines
• Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
• Observed information in semi-parametric models
• On Profile Likelihood
• On methods of sieves and penalization
• Penalized quasi-likelihood estimation in partial linear models
• Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
• Proportional odds regression and sieve maximum likelihood estimation
• Rates of convergence for minimum contrast estimators
• Risk bounds for model selection via penalization
• The method of sieves and minimum contrast estimators
• Weak convergence and empirical processes. With applications to statistics

Cited in

(15)

• Penalized unimodal spline density estimation with application to \(M\)-estimation
• The method of sieves and minimum contrast estimators
• Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
• Estimation and inference for moments of ratios with robustness against large trimming bias
• Conditional quantile processes based on series or many regressors
• Robust penalized estimators for functional linear regression
• Minimax estimation of smooth optimal transport maps
• MM for penalized estimation
• Sure independence screening in generalized linear models with NP-dimensionality
• Asymptotics for M-type smoothing splines with non-smooth objective functions
• Robust sieve M-estimation with an application to dimensionality reduction
• Some new asymptotic theory for least squares series: pointwise and uniform results
• Local extremes, runs, strings and multiresolution. (With discussion)
• Optimal estimation of smooth transport maps with kernel SoS
• Efficient sieve maximum likelihood estimation of time-transformation models

This page was built for publication: M-estimation using penalties or sieves

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1866217)