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Superefficiency from the Vantage Point of Computability
Asymptotic efficiency computable estimators superefficiency
2010/4/30
In 1952 Lucien Le Cam announced his celebrated result
that, for regular univariate statistical models, sets of points of superefficiency
have Lebesgue measure zero. After reviewing the turbulent
hi...
Local superefficiency of data-driven projection density estimators in continuous time
Density estimation data-driven superefficiency continuous time processes
2009/2/23
We construct a data-driven projection density estimator for continuous time processes. This estimator reaches superoptimal rates over a class F0 of densities that is dense in the family of all possibl...