Adaptive maximum likelihood estimators of a location parameter

From MaRDI portal
Publication:1216127


DOI10.1214/aos/1176343056zbMath0303.62026WikidataQ59410709 ScholiaQ59410709MaRDI QIDQ1216127

Charles J. Stone

Publication date: 1975

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343056


62G35: Nonparametric robustness

62F10: Point estimation


Related Items

Asymptotically linear estimation in a generalized linear model, Adaptive R-estimation in a linear regression model with ARMA errors, Higher order kernels in adaptive location estimation, Asymptotically efficient estimation based on wavelet of expectation value in a partial linear model, A smooth adaptive estimator of the mean of a symmetric or asymmetric distribution, Finite sample properties of adaptive regression estimators, Moments of the function of non-normal random vector with applications to econometric estimators and test statistics1, A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD, Rao's score test with nonparametric density estimators, Asymptotic minimax estimation in semiparametric models, Maximum likelihood robust regression by mixture models, Large sample properties of kernel-type score function estimators, A penalty method for nonparametric estimation of the logarithmic derivative of a density function, Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location, A note on the construction of asymptotically linear estimators, Limits of experiments associated with sampling plans, Asymptotic distribution of nonparametric estimates of distribution functions under a symmetry condition, Adaptive estimation in time series regression models, An information-theoretic framework for robustness, Approximate maximum likelihood estimation in linear regression, Adaptive estimation of cointegrating regressions with ARMA errors, A regression approach for estimating the center of symmetry, Optimal smoothing in adaptive location estimation, Robust locally optimal filters: Kalman and Bayesian estimation theory, On asymptotically efficient estimation for a semiparametric regression model, Efficient estimation of Banach parameters in semiparametric models, Local asymptotic normality for autoregression with infinite order, Efficient maximum likelihood estimation in semiparametric mixture models, Efficient estimation in the two-sample semiparametric location-scale models, Tests against inequality constraints in semiparametric models, Adaptive selection of the best population, A nearest neighbour-estimator for the score function, Convergence of the optimal M-estimator over a parametric family of M-estimators, Penalized maximum likelihood and semiparametric second-order efficiency, LAN theorem for non-Gaussian locally stationary processes and its applications, Efficiency improvements in inference on stationary and nonstationary fractional time series, Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form, Unnamed Item, A review of some adaptive statistical techniques, Partially-adaptive robust estimators of location via exponential embedding, Unnamed Item, Unnamed Item, On estimation and adaptive estimation for locally asymptotically normal families, The asymptotic distributions of kernel estimators of the mode, On adaptive statistical inferences, Robust statistics for testing equality of means or variances, Asymptotically Fully Efficient Fixed-Width Confidence Intervals for a Location Parameter, Adaptive sequential confidence intervals for A location Parameter