Superefficiency in nonparametric function estimation
From MaRDI portal
Publication:1383096
DOI10.1214/aos/1030741087zbMath0895.62043MaRDI QIDQ1383096
Mark G. Low, Lawrence D. Brown, Linda H. Zhao
Publication date: 2 April 1998
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1030741087
linear estimation; curve estimation; superefficiency; adaptive kernel estimators; Sobolev parameter space
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
62B15: Theory of statistical experiments
62M05: Markov processes: estimation; hidden Markov models
Related Items
Small Confidence Sets for the Mean of a Spherically Symmetric Distribution, A Study of Blockwise Wavelet Estimates Via Lower Bounds for a Spike Function, Adaptive estimation of error density in nonparametric regression with small sample size, Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution, Analysis of blockwise shrinkage wavelet estimates via lower bounds for no-signal setting, General empirical Bayes wavelet methods and exactly adaptive minimax estimation, Nonparametric estimation over shrinking neighborhoods: superefficiency and adaptation, Information theory and superefficiency, Random rates in anisotropic regression. (With discussion), Density estimation for biased data., Estimation of the density of regression errors, A lower-bound oracle inequality for a blockwise-shrinkage estimate, On information pooling, adaptability and superefficiency in nonparametric function estimation, Optimal nonparametric estimation of the density of regression errors with finite support
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On plug-in rules for local smoothing of density estimators
- Information inequalities for the Bayes risk
- Minimax risk over hyperrectangles, and implications
- Statistical decision theory and Bayesian analysis. 2nd ed
- Minimax estimation of the mean of a normal distribution when the parameter space is restricted
- Geometrizing rates of convergence. II
- Geometrizing rates of convergence. III
- Asymptotic equivalence of nonparametric regression and white noise
- Asymptotic equivalence of density estimation and Gaussian white noise
- A constrained risk inequality with applications to nonparametric functional estimation
- On bandwidth variation in kernel estimates. A square root law
- Locally Adaptive Bandwidth Choice for Kernel Regression Estimators
- Adaptive Bandwidth Choice for Kernel Regression
- Generalized Maximum Likelihood Estimators
- On Choosing a Delta-Sequence
- A Lower Bound for the Risk in Estimating the Value of a Probability Density
- Robust Statistics