M-estimation using penalties or sieves

DOI10.1016/S0378-3758(02)00270-7zbMath1030.62026OpenAlexW2077161011MaRDI QIDQ1866217

Sara van de Geer

Publication date: 3 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00270-7

zbMATH Keywords

rate of convergenceconvexityempirical processsievepenaltyM-estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Related Items

ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS, Asymptotics for M-type smoothing splines with non-smooth objective functions, Robust sieve M-estimation with an application to dimensionality reduction, Some new asymptotic theory for least squares series: pointwise and uniform results, Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space, Sure independence screening in generalized linear models with NP-dimensionality, Minimax estimation of smooth optimal transport maps, Efficient sieve maximum likelihood estimation of time-transformation models, Conditional quantile processes based on series or many regressors, Local extremes, runs, strings and multiresolution. (With discussion), Robust penalized estimators for functional linear regression

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