A general approach to the first order asymptotic analysis of penalized likelihood and related estimators is described. The method gives expansions for the systematic and random error. Asymptotic convergence rates in a family of spectral norms are obtained. The theory applies to a broad range of function estimation problems including nonparametric density, hazard and generalized regression curve estimation. Some examples are provided.
Publié le : 1990-12-14
Classification:
Linearization,
spectral analysis,
rates of convergence,
62G05,
62J05,
41A35,
41A25,
47A53,
45L10,
45M05
@article{1176347872,
author = {Cox, Dennis D. and O'Sullivan, Finbarr},
title = {Asymptotic Analysis of Penalized Likelihood and Related Estimators},
journal = {Ann. Statist.},
volume = {18},
number = {1},
year = {1990},
pages = { 1676-1695},
language = {en},
url = {http://dml.mathdoc.fr/item/1176347872}
}
Cox, Dennis D.; O'Sullivan, Finbarr. Asymptotic Analysis of Penalized Likelihood and Related Estimators. Ann. Statist., Tome 18 (1990) no. 1, pp. 1676-1695. http://gdmltest.u-ga.fr/item/1176347872/