Second order minimax estimation in partial linear models

MaRDI QIDQ1856550zbMATH OpenFDO

Authors Yu. Golubev, Wolfgang K. Härdle

Publication date 10 February 2003

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

partial linear modelsecond-order minimax risk

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20)

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Cited in

(11)

• Second order asymptotical efficiency for a Poisson process
• Semiparametric weighted lease squares
• Minimax optimal estimation in partially linear additive models under high dimension
• Semi-parametric second-order efficient estimation of the period of a signal
• On the lower bound in second order estimation for Poisson processes: asymptotic efficiency
• Penalized maximum likelihood and semiparametric second-order efficiency
• Second-Order Asymptotic Minimax Property in Linear Regression
• Quasi-minimax estimation in the partial linear model
• On adaptive smoothing in partial linear models
• Stein shrinkage and second-order efficiency for semiparametric estimation of the shift
• scientific article; zbMATH DE number 16732 (Why is no real title available?)

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