Optimal Smoothing in Adaptive Location Estimation
Article
English
OPEN
Mammen, Enno
;
Park, Byeong U.
(1997)
- Publisher: North-Holland Publ. Co.
-
Subject:
310 | 310 General statistics | 510 | 510 Mathematics
In this paper higher order performance of kernel basedadaptive location estimators are considered. Optimalchoice of smoothing parameters is discussed and it isshown how much is lossed in efficiency by not knowingthe underlying translation density.