Superefficiency in Nonparametric Function Estimation

dc.contributor.authorBrown, Lawrence D
dc.contributor.authorLow, Mark G
dc.contributor.authorZhao, Linda H
dc.date2023-05-17T15:16:48.000
dc.date.accessioned2023-05-23T03:35:24Z
dc.date.available2023-05-23T03:35:24Z
dc.date.issued1997
dc.date.submitted2016-08-04T09:15:28-07:00
dc.description.abstractFixed parameter asymptotic statements are often used in the context of nonparametric curve estimation problems (e.g., nonparametric density or regression estimation). In this context several forms of superefficiency can occur. In contrast to what can happen in regular parametric problems, here every parameter point (e.g., unknown density or regression function) can be a point of superefficiency. We begin with an example which shows how fixed parameter asymptotic statements have often appeared in the study of adaptive kernel estimators, and how superefficiency can occur in this context. We then carry out a more systematic study of such fixed parameter statements. It is shown in four general settings how the degree of superefficiency attainable depends on the structural assumptions in each case.
dc.identifier.urihttps://repository.upenn.edu/handle/20.500.14332/47679
dc.legacy.articleid1294
dc.legacy.fields10.1214/aos/1030741087
dc.legacy.fulltexturlhttps://repository.upenn.edu/cgi/viewcontent.cgi?article=1294&context=statistics_papers&unstamped=1
dc.source.beginpage2607
dc.source.endpage2625
dc.source.issue307
dc.source.issue6
dc.source.journalStatistics Papers
dc.source.journaltitleThe Annals of Statistics
dc.source.peerreviewedtrue
dc.source.statuspublished
dc.source.volume25
dc.subject.othersuperefficiency
dc.subject.othernonparametric function estimation
dc.subject.otherasymptotics
dc.subject.otherStatistics and Probability
dc.titleSuperefficiency in Nonparametric Function Estimation
dc.typeArticle
digcom.contributor.authorBrown, Lawrence D
digcom.contributor.authorLow, Mark G
digcom.contributor.authorZhao, Linda H
digcom.identifierstatistics_papers/307
digcom.identifier.contextkey8926525
digcom.identifier.submissionpathstatistics_papers/307
digcom.typearticle
dspace.entity.typePublication
upenn.schoolDepartmentCenterStatistics Papers
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