On adaptive estimation
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(only showing first 100 items - show all)- Meta-heuristic algorithms for parameter estimation of semi-parametric linear regression models
- The cost of not knowing the radius
- A bootstrap approach to test the conditional symmetry in time series models
- Optimal robust influence functions in semiparametric regression
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- A characterization of limiting distributions of estimators in an autoregressive process
- Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location
- A note on the construction of asymptotically linear estimators
- Efficient estimation in some missing data problems
- A characterization of translation-invariant experiments admitting adaptive estimates
- Asymptotic results in robust quasi-Bayesian estimation
- Limits of experiments associated with sampling plans
- The local asymptotic minimax adaptive property of a recursive estimate
- Large deviations and estimation in infinite-dimensional models
- Asymptotic theorems for estimating the distribution function under random truncation
- Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models
- Regularizing double machine learning in partially linear endogenous models
- A generalization of asymptotically linear estimators
- Adaptive estimation in time series regression models
- Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations
- Calculating the (local) semiparametric efficiency bounds for the generated regressors problem
- Approximate maximum likelihood estimation in linear regression
- Adaptive estimation of regression models via moment restrictions
- Adaptive estimation of cointegrating regressions with ARMA errors
- Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
- Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response
- Efficient estimation of a shift in nonparametric regression
- An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process
- Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
- A regression approach for estimating the center of symmetry
- Comment on `Adaptive estimation in time series regression models' by D. G. Steigerwald
- Reply to B. M. Pötscher's comment on `Adaptive estimation in time series regression models'
- Uniform rates of estimation in the semiparametric Weibull mixture model
- Empirical process approach in a two-sample location-scale model with censored data
- Linear regression with doubly censored data
- Semiparametric inference in a partial linear model
- Adaptive estimation in time-series models
- Optimal smoothing in adaptive location estimation
- Efficient estimates in linear and nonlinear regression with heteroscedastic errors
- Efficient estimation in semiparametric GARCH models
- On methods of sieves and penalization
- On asymptotically efficient estimation for a semiparametric regression model
- Efficient estimation in conditional single-index regression
- On adaptive estimation in nonstationary ARMA models with GARCH errors
- Mixtures of equispaced normal distributions and their use for testing symmetry with univariate data
- Efficient and robust tests for semiparametric models
- Inference about the slope in linear regression: an empirical likelihood approach
- Statistics with set-valued functions: applications to inverse approximate optimization
- An efficient marginal integration estimator of a semiparametric additive modelling
- Efficient estimation of Banach parameters in semiparametric models
- Pairwise distance-based tests for conditional symmetry
- Local asymptotic normality for autoregression with infinite order
- Asymptotically uniformly most powerful tests in parametric and semiparametric models
- Efficient maximum likelihood estimation in semiparametric mixture models
- Adaptive estimation in a random coefficient autoregressive model
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
- Efficient estimation in the two-sample semiparametric location-scale models
- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.
- Asymptotic properties of a modified semi-parametric MLE in linear regression with right-censored data
- Tests against inequality constraints in semiparametric models
- On Bahadur asymptotic efficiency in a semiparametric regression model
- Efficient estimation in a semiparametric additive regression model with autoregressive errors
- Adaptive selection of the best population
- Challenging the empirical mean and empirical variance: a deviation study
- Efficient parameter estimation in regression with missing responses
- Stein 1956: Efficient nonparametric testing and estimation
- Semiparametric testing with highly persistent predictors
- Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks
- Inference on the change point under a high dimensional sparse mean shift
- Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations
- A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models
- Semiparametrically point-optimal hybrid rank tests for unit roots
- Adaptive estimation for varying coefficient models
- Testing for symmetry and conditional symmetry using asymmetric kernels
- Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
- Rank-based optimal tests of the adequacy of an elliptic VARMA model
- Adaptive estimation of continuous-time regression models using high-frequency data
- Large covariance estimation through elliptical factor models
- Stein shrinkage and second-order efficiency for semiparametric estimation of the shift
- Sequential estimation of shape parameters in multivariate dynamic models
- Penalized maximum likelihood and semiparametric second-order efficiency
- A data-driven smooth test of symmetry
- Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach
- LAN theorem for non-Gaussian locally stationary processes and its applications
- Efficiency improvements in inference on stationary and nonstationary fractional time series
- High dimensional semiparametric moment restriction models
- The costs and benefits of uniformly valid causal inference with high-dimensional nuisance parameters
- Missing link in generalized linear problems
- Parametric and semi-parametric efficient tests for parameter instability
- How many iterations are sufficient for efficient semiparametric estimation?
- Kernel Density-Based Linear Regression Estimate
- Semiparametric multivariate volatility models
- 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
- Distribution-Free Runs Test for Conditional Symmetry
- On the efficiency of a semi-parametric GARCH model
- Adaptive R-Estimation in Autoregressions
- Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form
- A Convergence Result for a Class of Asymptotically Linear Estimators
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