Efficient estimation in the two-sample semiparametric location-scale models

DOI10.1007/BF01207511zbMath0679.62028MaRDI QIDQ1822862

Byeong U. Park

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo simulationsadaptive estimatorasymptotic varianceefficient estimatorLebesgue measuresmall sample propertiessmoothing parametersdata-based bootstrap methodsemiparametric location-scale model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (7)

Higher order kernels in adaptive location estimation^∗ ⋮ Estimation of a semiparametric multiplicative density model ⋮ Nonparametric estimation of location and scale parameters ⋮ Semi-parametric regression: efficiency gains from modeling the nonparametric part ⋮ Adaptive estimation in symmetric location model under log-concavity constraint ⋮ Stein 1956: Efficient nonparametric testing and estimation ⋮ Asymptotic minimax estimation in semiparametric models

Cites Work

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• Information and asymptotic efficiency in parametric-nonparametric models
• A note on the construction of asymptotically linear estimators
• On adaptive estimation
• Adaptive maximum likelihood estimators of a location parameter
• Robust m-estimators of multivariate location and scatter
• An efficient and robust adaptive estimator of location
• Asymptotically efficient adaptive rank estimates in location models
• Asymptotically efficient non-parametric estimators of location and scale parameters. II
• Efficient Estimation of a Shift Parameter From Grouped Data
• Asymptotically efficient non-parametric estimators of location and scale parameters
• Efficiency-Robust Estimation of Location

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