Asymptotically efficient estimation of the sparsity function at a point

DOI10.1016/0167-7152(88)90103-4zbMath0637.62043OpenAlexW2081071381MaRDI QIDQ1098516

A. H. Welsh

Publication date: 1988

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(88)90103-4

zbMATH Keywords

weak convergenceorder statisticsmean squared errorkernel estimationadaptive estimatorinvariance principleasymptotically efficientlimiting Gaussian processsparsity function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)

Related Items (8)

New methods for bias correction at endpoints and boundaries ⋮ An efficient estimator of the parameters of the generalized lambda distribution ⋮ Quantile versions of the Lorenz curve ⋮ Adaptive choice of trimming proportions ⋮ Exact convergence rate of bootstrap quantile variance estimator ⋮ A fast imputation algorithm in quantile regression ⋮ Estimating densities, quantiles, quantile densities and density quantiles ⋮ An Asymptotic Analysis of the Bootstrap Bias Correction for the Empirical CTE

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• Nonparametric Statistical Data Modeling
• A Note on Quantiles in Large Samples
• WHICH PART OF THE SAMPLE CONTAINS THE INFORMATION?
• On Choosing a Delta-Sequence
• On a Simple Estimate of the Reciprocal of the Density Function

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