Non-parametric applications of an infinite dimensional convolution theorem

DOI10.1007/BF00535344MaRDI QIDQ3687512zbMATH OpenFDO

Authors P. W. Millar

Publication date 1985

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00535344

zbMATH Keywords

efficient estimationstatistical functionalsempirical distributionspectral functionsquantile functionsminimum distance functionalsHajék-Le Cam convolution theoreminfinite dimensional convolution theoremM functionalsshift experiments in abstract Wiener spaces

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Recommendations

• The convolution theorem for infinite-dimensional parameter spaces
• Application of convolution theorems in semiparametric models with non-i. i. d. data
• scientific article; zbMATH DE number 524367
• scientific article; zbMATH DE number 846072
• The convolution theorem for estimating linear functionals in indirect nonparametric regression models

Cites work

• scientific article; zbMATH DE number 3573103 (Why is no real title available?)
• scientific article; zbMATH DE number 3426635 (Why is no real title available?)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3323628 (Why is no real title available?)
• scientific article; zbMATH DE number 3083069 (Why is no real title available?)
• A General Approach to the Optimality of Minimum Distance Estimators
• A characterization of limiting distributions of regular estimates
• Approximation Theorems of Mathematical Statistics
• Asymptotic inference in stationary Gaussian time-series
• Asymptotic minimax theorems for the sample distribution function
• Central limit theorems for empirical measures
• Contiguity of Probability Measures
• Convergence of Quantile and Spacings Processes with Applications
• Efficient robust estimates in parametric models
• Equivalent Comparisons of Experiments
• Estimated sampling distributions: The bootstrap and competitors
• Estimating a distribution function
• On Estimation of the Spectral Function of a Stationary Gaussian Process
• On the Efficiency of a Class of Non-Parametric Estimates
• Robust estimation via minimum distance methods
• Sufficiency and Approximate Sufficiency
• Séminaire sur les fonctions aléatoires linéaires et les mesures cylindriques
• The minimum distance method of testing
• WILLIAM F. FRIEDMAN'S TRANSCRIPTION OF THE VOYNICH MANUSCRIPT

Cited in

(14)

• The convolution theorem for infinite-dimensional parameter spaces
• The statistical work of Lucien Le Cam.
• scientific article; zbMATH DE number 524367 (Why is no real title available?)
• Statistical inference for stationary linear models with tapered data
• Some developments in semiparametric statistics
• The convolution theorem for estimating linear functionals in indirect nonparametric regression models
• An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility
• Comparison of location models for stochastic processes
• scientific article; zbMATH DE number 846072 (Why is no real title available?)
• Stein 1956: Efficient nonparametric testing and estimation
• Robust estimation for continuous-time linear models with memory
• An infinite dimensional convolution theorem with applications to random censoring and missing data models
• Efficient estimation of spectral functionals for continuous-time stationary models
• Efficient estimation of functionals of the spectral density of stationary Gaussian fields

This page was built for publication: Non-parametric applications of an infinite dimensional convolution theorem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3687512)