Stein shrinkage and second-order efficiency for semiparametric estimation of the shift
From MaRDI portal
Publication:2440596
DOI10.3103/S1066530707010048zbMath1283.62062arXivmath/0509230MaRDI QIDQ2440596
Publication date: 19 March 2014
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0509230
semiparametric estimation; adaptive smoothing; second-order efficiency; Stein shrinkage; exact minimax asymptotics; penalized profile likelihood
62J07: Ridge regression; shrinkage estimators (Lasso)
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
Related Items
Minimax hypothesis testing for curve registration, Semiparametric shift estimation based on the cumulated periodogram for non-regular functions, Curve registration by nonparametric goodness-of-fit testing, Estimation of the distribution of random shifts deformation, Semi-parametric second-order efficient estimation of the period of a signal
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Adaptive density estimation using the blockwise Stein method
- Semiparametric comparison of regression curves
- Optimal filtering of square-integrable signals in Gaussian noise
- On adaptive estimation
- Profile likelihood and conditionally parametric models
- Adaptive maximum likelihood estimators of a location parameter
- How sensitive are average derivatives?
- Estimating a shift in nonparametric regression via \(U\)-statistics
- Efficient estimation of a shift in nonparametric regression
- Nonparametric curve estimation. Methods, theory, and applications
- Optimal smoothing in adaptive location estimation
- Superefficiency in nonparametric function estimation
- Adaptive wavelet estimation: A block thresholding and oracle inequality approach
- Nonparametric estimation over shrinking neighborhoods: superefficiency and adaptation
- Sharp adaptation for inverse problems with random noise
- Penalized blockwise Stein's method, monotone oracles and sharp adaptive estimation
- On adaptive smoothing in partial linear models
- Second order minimax estimation in partial linear models
- On minimax filtering over ellipsoids
- Penalized maximum likelihood and semiparametric second-order efficiency
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- Higher order kernels in adaptive location estimation∗
- On Profile Likelihood
- Semiparametric estimation of the frequency of unknown periodic functions and its application to laser vibrometry signals
