On adaptive estimation
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(only showing first 100 items - show all)- An adaptive estimation of MAVE
- Adaptive R-estimation in a linear regression model with ARMA errors
- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.
- Semiparametric inference based on adaptively collected data
- Semiparametric efficiency bound in time-series models for conditional quantiles
- A bootstrap approach to test the conditional symmetry in time series models
- Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location
- Semi-parametric estimation of linear cointegrating models with nonlinear contemporaneous endogeneity
- EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
- On methods of sieves and penalization
- Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models
- LAN theorem for non-Gaussian locally stationary processes and its applications
- The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution
- Meta-heuristic algorithms for parameter estimation of semi-parametric linear regression models
- Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting
- Semiparametric estimation for linear regression with symmetric errors
- Efficient maximum likelihood estimation in semiparametric mixture models
- Asymptotic properties of a modified semi-parametric MLE in linear regression with right-censored data
- Efficient augmentation and relaxation learning for individualized treatment rules using observational data
- On the performance of the flexible maximum entropy distributions within partially adaptive estimation
- Efficient estimation in some missing data problems
- On optimal b-robust influence functions in multidimensional parametric models
- Tests for symmetric error distribution in linear and nonparametric regression models
- Author correction to: ``Causal survival analysis under competing risks using longitudinal modified treatment policies
- Parametric versus nonparametrics: two alternative methodologies
- Inference about the slope in linear regression: an empirical likelihood approach
- Robust causal inference for point exposures with missing confounders
- It is never too LATE: a new look at local average treatment effects with or without defiers
- Testing symmetry of an unknown density function by kernel method
- Copula-based measures and tests for conditional asymmetry
- Goodness-of-fit tests in semi-linear models
- Orthogonal statistical learning
- Inference for Treatment-Specific Survival Curves Using Machine Learning
- Proximal Learning for Individualized Treatment Regimes Under Unmeasured Confounding
- Approximate maximum likelihood estimation in linear regression
- Calculating the (local) semiparametric efficiency bounds for the generated regressors problem
- Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations
- On the efficiency of a semi-parametric GARCH model
- A characterization of translation-invariant experiments admitting adaptive estimates
- Asymptotic results in robust quasi-Bayesian estimation
- Efficient and robust tests for semiparametric models
- Efficient estimates in linear and nonlinear regression with heteroscedastic errors
- Semiparametric testing with highly persistent predictors
- Semiparametrically point-optimal hybrid rank tests for unit roots
- Construction of credible intervals for nonlinear regression models with unknown error distributions
- Challenging the empirical mean and empirical variance: a deviation study
- Asymptotics of the Theil–Sen estimator in the simple linear regression model with a random covariate
- The costs and benefits of uniformly valid causal inference with high-dimensional nuisance parameters
- Locally asymptotically efficient estimation for parametric PINAR(p) models
- High dimensional semiparametric moment restriction models
- Accelerated failure time modeling via nonparametric mixtures
- A nonparametric regression estimator that adapts to error distribution of unknown form
- Missing link in generalized linear problems
- Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models
- Efficiency bounds for semiparametric models with singular score functions
- Semi-parametric MLE in Simple Linear Regression Analysis with Interval-Censored Data
- Mixtures of equispaced normal distributions and their use for testing symmetry with univariate data
- Limits of experiments associated with sampling plans
- Large deviations and estimation in infinite-dimensional models
- The local asymptotic minimax adaptive property of a recursive estimate
- Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
- Adaptive parametric change point inference under covariance structure changes
- Some developments in semiparametric statistics
- A note on adaptation in garch models
- Adaptive R-Estimation in Autoregressions
- scientific article; zbMATH DE number 60386 (Why is no real title available?)
- Statistics with set-valued functions: applications to inverse approximate optimization
- The two-sample location shift model under log-concavity
- Inference for change points in high dimensional mean shift models
- Asymptotic theorems for estimating the distribution function under random truncation
- A simplified approach to computing efficiency bounds in semiparametric models
- Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks
- Mean-variance-skewness-entropy measures: a multi-objective approach for portfolio selection
- Efficient Hellinger distance estimates for semiparametric models
- RobustM-estimators of multivariate location and scatter in the presence of asymmetry
- Adaptive estimation of causal periodic autoregressive model
- scientific article; zbMATH DE number 97561 (Why is no real title available?)
- A note on the construction of asymptotically linear estimators
- Testing conditional symmetry without smoothing
- Semiparametric multivariate volatility models
- An efficient marginal integration estimator of a semiparametric additive modelling
- Integrating jackknife into the Theil-Sen estimator in multiple linear regression model
- Efficient estimation of Banach parameters in semiparametric models
- Statistically efficient construction of \(a\)-risk-minimizing portfolio
- Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
- Adaptive estimation in time-series models
- Efficient estimation in semiparametric GARCH models
- Empirical process approach in a two-sample location-scale model with censored data
- Distribution-Free Runs Test for Conditional Symmetry
- Adaptive estimation of continuous-time regression models using high-frequency data
- ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM
- Efficient estimation in dynamic conditional quantile models
- An adaptive estimator of location based on the t-family
- Partially-adaptive robust estimators of location via exponential embedding
- Semiparametrically optimal cointegration test
- Tests for symmetry based on the integrated empirical process
- 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
- How many iterations are sufficient for efficient semiparametric estimation?
- Sequential estimation of shape parameters in multivariate dynamic models
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