Asymptotic analysis of penalized likelihood and related estimators

DOI10.1214/aos/1176347872zbMath0719.62051MaRDI QIDQ2640278

Finbarr O'Sullivan, Dennis D. Cox

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1214/aos/1176347872

zbMATH Keywords

linearization; spectral norms; penalty functional; systematic error; penalized likelihood estimation; stochastic error; Convergence rates; curve estimators; fit functional; log- density estimation; log-hazard estimation; nonparametric logistic regression

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models

41A25: Rate of convergence, degree of approximation

41A35: Approximation by operators (in particular, by integral operators)

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