Asymptotically efficient estimation of the sparsity function at a point

DOI10.1016/0167-7152(88)90103-4zbMATH Open0637.62043OpenAlexW2081071381MaRDI QIDQ1098516FDOQ1098516

Authors: Alan H. Welsh 

Publication date: 1988

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(88)90103-4

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zbMATH Keywords

kernel estimationmean squared errorweak convergenceorder statisticsinvariance principleasymptotically efficientadaptive estimatorlimiting Gaussian processsparsity function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)

Cites Work

• A Note on Quantiles in Large Samples
• Title not available (Why is that?)
• Title not available (Why is that?)
• ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1
• WHICH PART OF THE SAMPLE CONTAINS THE INFORMATION?
• The oscillation behavior of empirical processes
• Nonparametric Statistical Data Modeling
• On a Simple Estimate of the Reciprocal of the Density Function
• Title not available (Why is that?)
• Distribution of quantiles in samples from a bivariate population
• On the estimation of the quantile density function
• Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
• Title not available (Why is that?)
• Weak convergence and efficient density estimation at a point
• On Choosing a Delta-Sequence
• Approximate distribution of the maximum deviation of histograms
• Estimation of the k-th derivative of a distribution function
• AN ESTIMATE OF THE ASYMPTOTIC STANDARD ERROR OF THE SAMPLE MEDIAN

Cited In (10)

• A fast imputation algorithm in quantile regression
• Adaptive choice of trimming proportions
• Quantile versions of the Lorenz curve
• New methods for bias correction at endpoints and boundaries
• An asymptotic analysis of the bootstrap bias correction for the empirical CTE
• Sparse Approximation via Generating Point Sets
• Exact convergence rate of bootstrap quantile variance estimator
• An efficient estimator of the parameters of the generalized lambda distribution
• Estimating densities, quantiles, quantile densities and density quantiles
• Exploiting the quantile optimality ratio in finding confidence intervals for quantiles

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