Adaptation over parametric families of symmetric linear estimators

DOI10.1016/J.JSPI.2006.06.029zbMath1104.62031OpenAlexW2024223206MaRDI QIDQ866612

Rudolf Beran

Publication date: 14 February 2007

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.06.029

zbMATH Keywords

regularizationlinear modelpenalized least squaresbiased estimatordimensional asymptoticsestimated riskrunning weighted average

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Hypercube estimators: penalized least squares, submodel selection, and numerical stability

Cites Work

• Unnamed Item
• Unnamed Item
• Linear smoothers and additive models
• Bandwidth choice for nonparametric regression
• Data. A collection of problems from many fields for the student and research worker
• From Stein's unbiased risk estimates to the method of generalized cross- validation
• Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
• Ordered linear smoothers
• Modulation of estimators and confidence sets.
• Improving penalized least squares through adaptive selection of penalty and shrinkage
• Linear models. Least squares and alternatives
• A Note on the Weak Convergence of Stochastic Processes
• Penalized regression with model-based penalties
• REACT Scatterplot Smoothers: Superefficiency through Basis Economy
• Some Comments on C P

This page was built for publication: Adaptation over parametric families of symmetric linear estimators