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Optimal smoothing in adaptive location estimation

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In this paper, we consider higher order performance of kernel based adaptive location estimates. We show how much one loses in efficiency without knowing the underlying translation density, and derive the optimal order of the bandwidths involved in kernel estimation of the efficient score function....

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Main Authors: Mammen, Enno (Author) , Park, Byeong U. (Author)
Format: Article (Journal)
Language:English
Published: 1997
In: Journal of statistical planning and inference
Year: 1997, Volume: 58, Issue: 2, Pages: 333-348
ISSN:0378-3758
DOI:10.1016/S0378-3758(96)00085-7
Online Access:Verlag, Volltext: http://dx.doi.org/10.1016/S0378-3758(96)00085-7
Verlag, Volltext: http://www.sciencedirect.com/science/article/pii/S0378375896000857
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Author Notes:Enno Mammen, Byeong U. Park
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Optimal smoothing in adaptive location estimation by Mammen, Enno (Author) , Park, Byeong U. (Author) ,


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