Smoothing in Adaptive Estimation
Faraway, Julian J.
Ann. Statist., Tome 20 (1992) no. 1, p. 414-427 / Harvested from Project Euclid
An adaptive maximum likelihood estimator based on the estimation of the log-density by $B$-splines is introduced. A data-driven method of selecting the smoothing parameter involved in the consequent density estimation is demonstrated. A Monte Carlo study is conducted to evaluate the small sample performance of the estimator in a location and a regression problem. The adaptive estimator is seen to compare favorably to some standard estimates. We show that the estimator is asymptotically efficient.
Publié le : 1992-03-14
Classification:  Adaptation,  efficient estimation,  $B$-splines,  62F35,  62E25,  62F11,  62G20
@article{1176348530,
     author = {Faraway, Julian J.},
     title = {Smoothing in Adaptive Estimation},
     journal = {Ann. Statist.},
     volume = {20},
     number = {1},
     year = {1992},
     pages = { 414-427},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176348530}
}
Faraway, Julian J. Smoothing in Adaptive Estimation. Ann. Statist., Tome 20 (1992) no. 1, pp.  414-427. http://gdmltest.u-ga.fr/item/1176348530/