Adaptation over parametric families of symmetric linear estimators
DOI10.1016/J.JSPI.2006.06.029zbMath1104.62031OpenAlexW2024223206MaRDI QIDQ866612
Publication date: 14 February 2007
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2006.06.029
regularizationlinear modelpenalized least squaresbiased estimatordimensional asymptoticsestimated riskrunning weighted average
Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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