On methods of sieves and penalization

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Publication:1383094

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DOI10.1214/aos/1030741085zbMath0895.62041OpenAlexW2079559497MaRDI QIDQ1383094

Xiaotong Shen

Publication date: 20 September 1998

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

Full work available at URL: https://doi.org/10.1214/aos/1030741085

zbMATH Keywords

asymptotic normality penalization efficiency maximum likelihood estimates constraints semiparametric method of sieves substitution estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Foundations and philosophical topics in statistics (62A01)

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