Optimal smoothing in adaptive location estimation

DOI10.1016/S0378-3758(96)00085-7MaRDI QIDQ1361761zbMATH OpenOpenAlexFDO

Authors Enno Mammen, Byeong U. Park

Publication date 23 November 1997

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(96)00085-7

zbMATH Keywords

adaptive estimationbandwidthkernel functionsemi-parametric location model

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Recommendations

• Higher order kernels in adaptive location estimation^∗
• Empirical smoothing parameter selection in adaptive estimation
• A Cross-Validatory Choice of Smoothing Parameter in Adaptive Location Estimation
• On Locally Adaptive Density Estimation

Cites work

• A Cross-Validatory Choice of Smoothing Parameter in Adaptive Location Estimation
• A note on the construction of asymptotically linear estimators
• Adaptive maximum likelihood estimators of a location parameter
• Empirical smoothing parameter selection in adaptive estimation
• Monte Carlo evidence on adaptive maximum likelihood estimation of a regression
• On adaptive estimation
• Smoothing in adaptive estimation

Cited in

(9)

• Empirical smoothing parameter selection in adaptive estimation
• Adaptive nonparametric peak estimation
• Inference for the mode of a log-concave density
• Stein shrinkage and second-order efficiency for semiparametric estimation of the shift
• Penalized maximum likelihood and semiparametric second-order efficiency
• A Cross-Validatory Choice of Smoothing Parameter in Adaptive Location Estimation
• Higher order kernels in adaptive location estimation^∗
• Semiparametric time series models with log-concave innovations: maximum likelihood estimation and its consistency
• Optimal convex M-estimation via score matching

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