Optimal smoothing in adaptive location estimation

DOI10.1016/S0378-3758(96)00085-7zbMath0877.62033OpenAlexW2090025361MaRDI QIDQ1361761

Byeong U. Park, Enno Mammen

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

bandwidthkernel functionadaptive estimationsemi-parametric location model

Mathematics Subject Classification ID

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

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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