Achieving information bounds in non and semiparametric models
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DOI10.1214/AOS/1176347633zbMATH Open0722.62025OpenAlexW2005269542MaRDI QIDQ756324FDOQ756324
Authors: P. J. Bickel, Yaacov Ritov
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/1176347633
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- On methods of sieves and penalization
- Efficient and adaptive post-model-selection estimators
- Estimation of Entropy and Mutual Information
- AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY
- Nonquadratic estimators of a quadratic functional
- Adaptive quadratic functional estimation of a weighted density by model selection
- Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models
- Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations
- Large deviations and estimation in infinite-dimensional models
- On local uniformity for estimators and confidence limits
- From the early days of the semiparametric field: a conversation with Ya'acov Ritov
- Some developments in semiparametric statistics
- A simplified approach to computing efficiency bounds in semiparametric models
- Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise
- Estimators of integrals of powers of density derivatives
- Some efficiency bounds for semiparametric discrete choice models
- Estimating Spiking Irregularities Under Changing Environments
- A difference based approach to the semiparametric partial linear model
- A two-stage rank test using density estimation
- Partial functional linear regression
- Root- estimability of some missing data models
- Semi-functional partial linear regression
- Nonparametric estimators for Markov step processes
- Non-parametric lower bounds and information functions
- Efficient estimation in a nonlinear counting-process regression model
- Adaptive estimation of the threshold point in threshold regression
- Interactive versus noninteractive locally differentially private estimation: two elbows for the quadratic functional
- Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models
- Semiparametric inference in a partial linear model
- Estimating nonquadratic functionals of a density using Haar wavelets
- Consistent estimation of mixture complexity.
- SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION
- Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise
- Information bounds for inverse problems with application to deconvolution and Lévy models
- Variable length Markov chains
- Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors
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