SMOOTHING IN ADAPTIVE ESTIMATION
成果类型：
Article
署名作者：
FARAWAY, JJ
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/aos/1176348530
发表日期：
1992
页码：
414-427
关键词：
摘要：
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.
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