Statistical estimation with model selection

DOI10.1016/S0019-3577(07)00004-3zbMath1125.62031arXivmath/0605187MaRDI QIDQ2385788

Lucien Birgé

Publication date: 15 October 2007

Published in: Indagationes Mathematicae. New Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0605187

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Foundations and philosophical topics in statistics (62A01)

Related Items

Optimal Kernel Selection for Density Estimation, Model selection for density estimation with \(\mathbb L_2\)-loss, Robust Bayes-like estimation: rho-Bayes estimation, Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection

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