Second order minimax estimation in partial linear models

zbMath1006.62023MaRDI QIDQ1856550

Wolfgang Karl Härdle, Yuri K. Golubev

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

partial linear modelsecond-order minimax risk

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

Related Items (5)

On the lower bound in second order estimation for Poisson processes: asymptotic efficiency ⋮ Stein shrinkage and second-order efficiency for semiparametric estimation of the shift ⋮ Semi-parametric second-order efficient estimation of the period of a signal ⋮ Penalized maximum likelihood and semiparametric second-order efficiency ⋮ Second order asymptotical efficiency for a Poisson process

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