Estimation of smooth functionals in normal models: bias reduction and asymptotic efficiency

DOI10.1214/20-AOS2047zbMath1486.62163arXiv1912.08877MaRDI QIDQ2054520

Mayya Zhilova, Vladimir I. Koltchinskii

Publication date: 3 December 2021

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

Full work available at URL: https://arxiv.org/abs/1912.08877

zbMATH Keywords

bias reduction; efficiency; concentration; smooth functionals; bootstrap chain; random homotopy

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62H12: Estimation in multivariate analysis

62G20: Asymptotic properties of nonparametric inference

60B20: Random matrices (probabilistic aspects)