scientific article; zbMATH DE number 3546613
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Publication:4121312
Cited in
(15)- Asymptotically efficient nonparametric estimation of functionals of a spectral density function
- On asymptotic minimaxity of Kolmogorov and omega-square tests
- Nonparametric estimators for Markov step processes
- Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields
- Estimating the integral of a squared regression function with Latin hypercube sampling
- On methods of sieves and penalization
- Asymptotic efficiency in estimation with conditional moment restrictions
- On nonparametric tests of positivity/monotonicity/convexity
- Estimating invariant laws of linear processes by U-statistics.
- Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach
- On estimation and adaptive estimation for locally asymptotically normal families
- Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise
- An asymptotic minimax theorem of order \(n^{-1/2}\)
- Optimal nonparametric estimation for some semimartingale stochastic differential equations
- Optimal nonparametric estimation for some semimartingale stochastic differential equations
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