Browsing Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 by Subject "Adaptive estimation"

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2006-06-09Buch

On adaptive estimation in partial linear models

Golubev, Georgi; Härdle, Wolfgang Karl

The problem of estimation of the finite dimensional parameter in a partial linear model is considered. We derive upper and lower bounds for the second minimax order risk and show that the second order minimax estimator is ...