Anmerkungen:
Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
Beschreibung:
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 a penalized maximum likelihood estimator. It is well known that the performance of the estimator is depending on the choice of a smoothing parameter. We propose a practically feasible adaptive procedure for the penalization choice.