Critical dimension in profile semiparametric estimation

DOI10.1214/14-EJS982zbMath1308.62031arXiv1303.4640MaRDI QIDQ489169

Andreas Andresen, Vladimir Spokoiny

Publication date: 27 January 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.4640

zbMATH Keywords

spreadlocal linear approximationlocal concentrationprofile maximum likelihood

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Nonparametric estimation (62G05) Point estimation (62F10) Generalized linear models (logistic models) (62J12)

Related Items

Nonasymptotic approach to Bayesian semiparametric inference, Finite sample behavior of a sieve profile estimator in the single index mode, On accuracy of Gaussian approximation in Bayesian semiparametric problems, Critical dimension in profile semiparametric estimation, Chernoff index for Cox test of separate parametric families

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