Optimal smoothing in adaptive location estimation
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Publication:1361761
DOI10.1016/S0378-3758(96)00085-7zbMath0877.62033MaRDI QIDQ1361761
Publication date: 23 November 1997
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
62G20: Asymptotic properties of nonparametric inference
62G35: Nonparametric robustness
62G05: Nonparametric estimation
62F35: Robustness and adaptive procedures (parametric inference)
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Higher order kernels in adaptive location estimation∗, Penalized maximum likelihood and semiparametric second-order efficiency
Cites Work
- Monte Carlo evidence on adaptive maximum likelihood estimation of a regression
- A note on the construction of asymptotically linear estimators
- On adaptive estimation
- Smoothing in adaptive estimation
- Empirical smoothing parameter selection in adaptive estimation
- Adaptive maximum likelihood estimators of a location parameter
- A Cross-Validatory Choice of Smoothing Parameter in Adaptive Location Estimation