Asymptotically efficient estimation of the sparsity function at a point

A. H. Welsh*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

17 Citations (Scopus)


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.

Original languageEnglish
Pages (from-to)427-432
Number of pages6
JournalStatistics and Probability Letters
Issue number6
Publication statusPublished - May 1988
Externally publishedYes


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