Asymptotically optimal estimators of general regression functionals

DOI10.1006/JMVA.1993.1071zbMATH Open0790.62032OpenAlexW1998839353MaRDI QIDQ689366FDOQ689366

Michael Falk

Publication date: 6 December 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1071

zbMATH Keywords

regression quantileoptimal rate of convergenceconditional quantilesconditional distribution functionPoissonizationconditional medianestimation of general regression functionalsgeneralization of the mean value functionalkernel type estimatorsPoisson process approachweak convergence of the maximum error

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

Cited In (11)

• Godambe estimating functions and asymptotic optimal inference
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• Asymptotically efficient estimation of linear functionals in inverse regression models
• FUNCTIONAL ESTIMATION BY ASYMPTOTIC REGRESSION
• Generalized regression estimation for continuous time processes with values in functional spaces
• \(L_ 1\)-optimal estimates for a regression type function in \(R^ d\)
• Title not available (Why is that?)
• Some asymptotic theory for functional regression with stationary regressor
• Ridge reconstruction of partially observed functional data is asymptotically optimal
• Title not available (Why is that?)
• Asymptotic normality of generalized functional estimators dependent on covariables

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