On adaptive smoothing in partial linear models

MaRDI QIDQ1856465zbMATH OpenFDO

Authors Yu. Golubev, Wolfgang K. Härdle

Publication date 10 February 2003

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

adaptive estimationpartial linear modelsecond order minimax risk

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20)

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(9)

• Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression
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• scientific article; zbMATH DE number 5226511 (Why is no real title available?)
• Semi-parametric second-order efficient estimation of the period of a signal
• Penalized maximum likelihood and semiparametric second-order efficiency
• Second Order Asymptotic Risks of Smoothed Linear Estimators in Nonparametric Regression Models
• Robust functional estimation in the multivariate partial linear model
• Stein shrinkage and second-order efficiency for semiparametric estimation of the shift
• Parameter tuning in pointwise adaptation using a propagation approach

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