Smoothing in adaptive estimation

DOI10.1214/AOS/1176348530MaRDI QIDQ1192980zbMATH OpenOpenAlexFDO

Authors Julian J. Faraway

Publication date 27 September 1992

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176348530

zbMATH Keywords

density estimationsmoothingasymptotic efficiencyMonte Carlo studysmall sample performancelocation problem\(B\)-splinesadaptive maximum likelihood estimatordata-driven methodregression problemestimation of log-density

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05) Robustness and adaptive procedures (parametric inference) (62F35)

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• Adaptive algebraic smoothers
• A Cross-Validatory Choice of Smoothing Parameter in Adaptive Location Estimation
• Continuous adjustments and Smale's non-tâtonnement processes
• Adaptive smoothing for a penalized NPMLE of a non-increasing density
• Non- and semiparametric statistics: compared and contrasted
• A regression approach for estimating the center of symmetry
• Optimal smoothing in adaptive location estimation
• Premium adjustment by generalized adaptive exponential smoothing
• Empirical process approach in a two-sample location-scale model with censored data
• Some developments in semiparametric statistics
• Monte Carlo evidence on adaptive maximum likelihood estimation of a regression
• Smoothing Spline Score Estimation

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