Non-parametric applications of an infinite dimensional convolution theorem

DOI10.1007/BF00535344zbMath0571.62031MaRDI QIDQ3687512

P. W. Millar

Publication date: 1985

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

efficient estimation; statistical functionals; spectral functions; empirical distribution; quantile functions; minimum distance functionals; Hajék-Le Cam convolution theorem; infinite dimensional convolution theorem; M functionals; shift experiments in abstract Wiener spaces

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)

Related Items

Efficient estimation of functionals of the spectral density of stationary Gaussian fields, Robust estimation for continuous-time linear models with memory, Unnamed Item, Efficient estimation of spectral functionals for continuous-time stationary models, Some developments in semiparametric statistics, The convolution theorem for estimating linear functionals in indirect nonparametric regression models, Comparison of location models for stochastic processes, The statistical work of Lucien Le Cam., An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility, An infinite dimensional convolution theorem with applications to random censoring and missing data models

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