Stein shrinkage and second-order efficiency for semiparametric estimation of the shift
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Publication:2440596
DOI10.3103/S1066530707010048zbMath1283.62062arXivmath/0509230OpenAlexW2101404415MaRDI QIDQ2440596
Publication date: 19 March 2014
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0509230
semiparametric estimationadaptive smoothingsecond-order efficiencyStein shrinkageexact minimax asymptoticspenalized profile likelihood
Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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