Penalized maximum likelihood and semiparametric second-order efficiency
From MaRDI portal
Publication:2493551
DOI10.1214/009053605000000895zbMath1091.62020arXivmath/0605437OpenAlexW4299307541MaRDI QIDQ2493551
Alexandre B. Tsybakov, Arnak S. Dalalyan, Yuri K. Golubev
Publication date: 21 June 2006
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0605437
semiparametric estimationpenalized maximum likelihoodsecond-order efficiencyexact minimax asymptoticsestimating shift of nonparametric functions
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)
Related Items
Recursive estimation in a class of models of deformation, Minimax hypothesis testing for curve registration, Sharp template estimation in a shifted curves model, Semiparametric shift estimation based on the cumulated periodogram for non-regular functions, Estimation of the distribution of random shifts deformation, A Robbins-Monro procedure for estimation in semiparametric regression models, Stein shrinkage and second-order efficiency for semiparametric estimation of the shift, A semiparametric Bernstein-von Mises theorem for Gaussian process priors, Higher order semiparametric frequentist inference with the profile sampler, General frequentist properties of the posterior profile distribution, Semi-parametric second-order efficient estimation of the period of a signal, Smoothness adaptive average derivative estimation, Penalized indirect inference, Efficient estimation for a subclass of shape invariant models, Noise level estimation in high-dimensional linear models, Estimation of the shift parameter in regression models with unknown distribution of the observations, Change-point estimation from indirect observations. 1. Minimax complexity, The penalized profile sampler, An exponential inequality for the distribution function of the kernel density estimator, with applications to adaptive estimation, Adaptation on the space of finite signed measures, Two-step combined nonparametric likelihood estimation of misspecified semiparametric models, Efficiency bounds for semiparametric models with singular score functions, Curve registration by nonparametric goodness-of-fit testing
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Semiparametric comparison of regression curves
- Signal delay estimation in the presence of corrupting parameters
- Extremes and related properties of random sequences and processes
- Asymptotic methods in statistical decision theory
- On asymptotically efficient estimation in semiparametric models
- Optimal filtering of square-integrable signals in Gaussian noise
- On adaptive estimation
- Estimation in semiparametric models. Some recent developments
- Profile likelihood and conditionally parametric models
- Adaptive maximum likelihood estimators of a location parameter
- How sensitive are average derivatives?
- Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes
- Asymptotically efficient estimation for analytic distributions
- Optimal smoothing in adaptive location estimation
- Semi-parametric efficiency, distribution-freeness and invariance
- Efficient maximum likelihood estimation in semiparametric mixture models
- Oracle inequalities for inverse problems
- On adaptive smoothing in partial linear models
- Second order minimax estimation in partial linear models
- On minimax filtering over ellipsoids
- Applications of the van Trees inequality: A Bayesian Cramér-Rao bound
- On the second order minimax estimation of distribution functions
- Second-Order Asymptotic Optimality and Positive Solutions of Schrödinger’s Equation
- Asymptotic Statistics
- On second order minimax estimation of invariant density for ergodic diffusion
- Introduction to nonparametric estimation
