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- W2077781226 abstract "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." @default.
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- W2077781226 date "1992-03-01" @default.
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- W2077781226 title "Smoothing in Adaptive Estimation" @default.
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- W2077781226 doi "https://doi.org/10.1214/aos/1176348530" @default.
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