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

\(B\)-splinesadaptive maximum likelihood estimatorasymptotic efficiencydata-driven methoddensity estimationestimation of log-densitylocation problemMonte Carlo studyregression problemsmall sample performancesmoothing

Mathematics Subject Classification ID

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

Recommendations

• Empirical smoothing parameter selection in adaptive estimation
• Smoothing Spline Score Estimation
• On Locally Adaptive Density Estimation
• Prior selection by an adaptive smoothing splines approach
• scientific article; zbMATH DE number 3966

Cited in

(16)

• Monte Carlo evidence on adaptive maximum likelihood estimation of a regression
• Convergence properties of MLE's and asymptotic simultaneous confidence intervals in fitting cardinal B-splines for density estimation
• Empirical smoothing parameter selection in adaptive estimation
• A regression approach for estimating the center of symmetry
• Empirical process approach in a two-sample location-scale model with censored data
• Optimal smoothing in adaptive location estimation
• Premium adjustment by generalized adaptive exponential smoothing
• Adaptive smoothing for a penalized NPMLE of a non-increasing density
• Continuous adjustments and Smale's non-tâtonnement processes
• A Cross-Validatory Choice of Smoothing Parameter in Adaptive Location Estimation
• Smoothing Spline Score Estimation
• scientific article; zbMATH DE number 1405420 (Why is no real title available?)
• Non- and semiparametric statistics: compared and contrasted
• Optimal convex M-estimation via score matching
• Some developments in semiparametric statistics
• Adaptive algebraic smoothers

This page was built for publication: Smoothing in adaptive estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1192980)