SMOOTHING IN ADAPTIVE ESTIMATION

被引：7
|
作者：
FARAWAY, JJ
机构：
来源：
ANNALS OF STATISTICS | 1992年 / 20卷 / 01期
关键词：
ADAPTATION; EFFICIENT ESTIMATION; B-SPLINES;
D O I：
10.1214/aos/1176348530
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
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.
引用
下载
收藏
页码：414 / 427
页数：14
相关论文
共 50 条
  • [31] BIAS CORRECTION METHODS FOR ADAPTIVE RECURSIVE SMOOTHING WITH APPLICATIONS IN NOISE PSD ESTIMATION
    Rehr, Robert
    Gerkmann, Timo
    2016 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING PROCEEDINGS, 2016, : 206 - 210
  • [32] Adaptive Optical Phase Estimation Using Time-Symmetric Quantum Smoothing
    Wheatley, T. A.
    Berry, D. W.
    Yonezawa, H.
    Nakane, D.
    Arao, H.
    Pope, D. T.
    Ralph, T. C.
    Wiseman, H. M.
    Furusawa, A.
    Huntington, E. H.
    QUANTUM COMMUNICATION, MEASUREMENT AND COMPUTING (QCMC): THE TENTH INTERNATIONAL CONFERENCE, 2011, 1363
  • [33] Optimal smoothing in adaptive location estimation (vol 58, pg 333, 1997)
    Mammen, E
    Park, BU
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1998, 67 (01) : 165 - 165
  • [34] NORMS FOR SMOOTHING + ESTIMATION
    RICE, JR
    WHITE, JS
    SIAM REVIEW, 1964, 6 (03) : 243 - &
  • [35] New methodology of illumination estimation/normalization based on adaptive smoothing for robust face recognition
    Park, Young Kyung
    Kim, Joong Kyu
    2007 IEEE INTERNATIONAL CONFERENCE ON IMAGE PROCESSING, VOLS 1-7, 2007, : 149 - 152
  • [36] Generalized Adaptive Smoothing Method for State Estimation of Generic Two-Dimensional Flows
    Yuan, Yufei
    Hoogendoorn, Serge
    TRANSPORTATION RESEARCH RECORD, 2016, (2561) : 18 - 24
  • [37] Adaptive Continuous Homodyne Phase Estimation Using Robust Fixed-Interval Smoothing
    Roy, Shibdas
    Petersen, Ian R.
    Huntington, Elanor H.
    2013 AMERICAN CONTROL CONFERENCE (ACC), 2013, : 3129 - 3134
  • [38] LOCALLY ADAPTIVE HAZARD SMOOTHING
    MULLER, HG
    WANG, JL
    PROBABILITY THEORY AND RELATED FIELDS, 1990, 85 (04) : 523 - 538
  • [39] An Improved Adaptive Smoothing Method
    Hu, Xin
    Peng, Hui
    Kesker, Joseph
    Cai, Xiang
    Wee, William G.
    Lee, Jing-Huei
    IMAGE ANALYSIS AND PROCESSING - ICIAP 2009, PROCEEDINGS, 2009, 5716 : 757 - +
  • [40] Adaptive Smoothing and Filtering in Transducers
    Hryniuk, Dmitry
    Irina, Suhorukova
    Oliferovich, Nadezhda
    2016 OPEN CONFERENCE OF ELECTRICAL, ELECTRONIC AND INFORMATION SCIENCES (ESTREAM), 2016,
12345