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On Adaptive Estimation
Open accessAbstract
We simplify a general heuristic necessary condition of Stein's for adaptive estimation of a Euclidean parameter in the presence of an infinite dimensional shape nuisance parameter and other Euclidean nuisance parameters. We derive sufficient conditions and apply them in the construction of adaptive estimates for the parameters of linear models and multivariate elliptic distributions. We conclude with a review of issues in adaptive estimation.
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Cited by
Chapter 36 Large sample estimation and hypothesis testing
Newey, W. K., & McFadden, D. (1994) · Handbook of Econometrics · doi:10.1016/s1573-4412(05)80005-4 · Cited by 1,743
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Program evaluation and causal inference with high-dimensional data
Belloni, A., Chernozhukov, V., Fern�ndez-Val, I., & Hansen, C. (2017) · Econometrica · doi:10.3982/ecta12723 · Cited by 317
Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
Andrews, D. W. K. (1994) · Econometrica · doi:10.2307/2951475 · Cited by 306
Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
Robinson, P. M. (1987) · Econometrica · doi:10.2307/1911033 · Cited by 294
Metadata
- Authors
- Bickel, P. J.
- Venue
- The Annals of Statistics
- Publisher
- Institute of Mathematical Statistics
- Published
- 1982-09-01
- Volume
- 10
- Issue
- 3
- ISSN
- 0090-5364 (ISSN-L)
- OpenAlex
- W1963874316
- Cited by
- 556
- References
- 0
- FWCI
- 6.63
- Type
- journal article
- Language
- en
- Open access
- bronze
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- Bickel, P. J. (1982). On Adaptive Estimation. The Annals of Statistics. https://doi.org/10.1214/aos/1176345863
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