Adaptation over parametric families of symmetric linear estimators

DOI10.1016/J.JSPI.2006.06.029MaRDI QIDQ866612zbMATH OpenOpenAlexFDO

Authors Rudolf Beran

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

zbMATH Keywords

biased estimatordimensional asymptoticsestimated risklinear modelpenalized least squaresregularizationrunning weighted average

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

• A Note on the Weak Convergence of Stochastic Processes
• Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
• Bandwidth choice for nonparametric regression
• Data. A collection of problems from many fields for the student and research worker
• From Stein's unbiased risk estimates to the method of generalized cross- validation
• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
• scientific article; zbMATH DE number 3222422 (Why is no real title available?)
• Improving penalized least squares through adaptive selection of penalty and shrinkage
• Linear models. Least squares and alternatives
• Linear smoothers and additive models
• Modulation of estimators and confidence sets.
• Ordered linear smoothers
• Penalized regression with model-based penalties
• REACT Scatterplot Smoothers: Superefficiency through Basis Economy
• Some Comments on C P

Cited in

(1)

• Hypercube estimators: penalized least squares, submodel selection, and numerical stability

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