Asymptotically efficient estimation of the sparsity function at a point

A. H. Welsh

Statistics & Probability Letters, 1988, vol. 6, issue 6, 427-432

Abstract: The sparsity function is important in nonparametric inference based on order statistics. In this paper, we consider kernel estimation of the sparsity function. We establish an invariance principle for the kernel estimator and then construct a simple adaptive estimator which we show is asymptotically efficient in the mean squared error sense.

Keywords: efficient; estimation; kernel; mean; squared; error; order; statistics; sparsity; function; weak; convergence (search for similar items in EconPapers)
Date: 1988
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Citations: View citations in EconPapers (5)

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