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math.ST2019
Smoothing Spline Semiparametric Density Models
Jian Shi, Jiahui Yu, Anna Liu +1
Density estimation plays a fundamental role in many areas of statistics and machine learning. Parametric, nonparametric and semiparametric density estimation methods have been prop…
math.ST2013★ 17 cited
Optimal variance estimation without estimating the mean function
Tiejun Tong, Yanyuan Ma, Yuedong Wang
We study the least squares estimator in the residual variance estimation context. We show that the mean squared differences of paired observations are asymptotically normally distr…