Second Order Asymptotic Risks of Smoothed Linear Estimators in Nonparametric Regression Models

DOI10.1080/02331889208802371zbMath0809.62035OpenAlexW2067120844MaRDI QIDQ4322933

Michael H. Neumann

Publication date: 29 March 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889208802371

zbMATH Keywords

kernel estimatorsreplicated observationsmean square errorleast squares estimatormean vectordegree of smoothingfixed design pointsadaptive smoothed estimatorsecond order equivalencesecond order power seriessecond order risk comparisonsmoothed linear estimators

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

Minimax Linear and Quadratic Estimators in Semiparametric Multivariate Regression Models

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• Estimation of the mean of a multivariate normal distribution
• A Note on Smoothness Priors and Nonlinear Regression
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Some Comments on C P
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