Large-sample inference for log-spline models
DOI10.1214/AOS/1176347622zbMATH Open0712.62036OpenAlexW2044334429MaRDI QIDQ749096FDOQ749096
Authors: Charles J. Stone 
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/1176347622
Recommendations
maximum likelihood estimationB-splinesoptimal rate of convergencequantile functionconfidence boundslarge-sample inferencefinite-parameter exponential modelsfunctional inferencelog-spline models
Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
Cited In (52)
- Comment
- Title not available (Why is that?)
- Nonparametric estimation of first-price auctions with risk-averse bidders
- Bivariate B-splines for tensor logspline density estimation
- Penalized logspline density estimation using total variation penalty
- M-estimation using penalties or sieves
- Convergence rates of nonparametric posterior distributions
- Local asymptotics for polynomial spline regression
- Nonparametric estimators which can be ``plugged-in.
- Convergence rates of posterior distributions.
- Convergence rates for posterior distributions and adaptive estimation
- Adaptive log-density estimation
- Statistical modeling of diffusion processes with free knot splines
- A study of logspline density estimation
- On Existence of Maximum Likelihood Estimators in Exponential Families
- Convergence rates for logspline tomography
- Density estimation by the penalized combinatorial method
- Consistent estimator for basis selection based on a proxy of the Kullback-Leibler distance
- Wavelet density estimation by approximation of log-densities
- A logspline estimation for a linear regression model with an interval-censored continuous covariate
- Log-density estimation in linear inverse problems
- On nonparametric maximum likelihood for a class of stochastic inverse problems
- Estimation of dynamic models with nonparametric simulated maximum likelihood
- Smoothed nonparametric estimation in window censored semi-Markov processes
- Survival estimation through the cumulative hazard function with monotone natural cubic splines
- Free knot splines in concave extended linear modeling
- Nonparametric Bayesian model selection and averaging
- Secure computation with horizontally partitioned data using adaptive regression splines
- Function estimation using partitions of unity
- A review of uncertainty quantification for density estimation
- Transformation-based nonparametric estimation of multivariate densities
- On non-negative wavelet-based density estimators
- Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors
- Posterior contraction rates of density derivative estimation
- Exponential series estimator of multivariate densities
- Logspline density estimation for binned data
- Post-model-selection method for density estimation
- On adaptive Bayesian inference
- B-Spline deconvolution based on the Em algorithm
- Convergence rates for uniform b-spline density estimators part ii: multiple dimensions
- Nonparametric M-regression with free knot splines
- Pairwise local Fisher and naive Bayes: improving two standard discriminants
- Conditional density estimation using the local Gaussian correlation
- The locally Gaussian density estimator for multivariate data
- On the asymptotic properties of a flexible hazard estimator
- Convergence rates of posterior distributions for non iid observations
- Large sample convergence diagnostics for likelihood based inference: logistic regression
- Maximum likelihood estimation for discrete exponential families and random graphs
- Sieve \(M\) inference on irregular parameters
- Penalized log-density estimation using Legendre polynomials
- Testing Uniformity Via Log-Spline Modeling
- Local likelihood density estimation
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