Empirical smoothing parameter selection in adaptive estimation
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Publication:1208647
DOI10.1214/aos/1176348892zbMath0774.62036OpenAlexW2032678896MaRDI QIDQ1208647
Publication date: 16 May 1993
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348892
adaptivityasymptotic boundsscore functionlinear \(B\)-splinessymmetric location modelgeneral linear regression modeladaptive estimatesempirical smoothing parameter selection method
Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)
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Efficient independent component analysis ⋮ 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 ⋮ Locally robust inference for non-Gaussian linear simultaneous equations models ⋮ Inference about the slope in linear regression: an empirical likelihood approach ⋮ Non- and semiparametric statistics: compared and contrasted ⋮ Some developments in semiparametric statistics
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