Asymptotic distributions of estimators of the derivative of a density and the score function (Q1066587)
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scientific article; zbMATH DE number 3926001
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distributions of estimators of the derivative of a density and the score function |
scientific article; zbMATH DE number 3926001 |
Statements
Asymptotic distributions of estimators of the derivative of a density and the score function (English)
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1985
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To estimate an unknown density f and its derivative f' from a real random sample the second author [Commun. Stat. 2, 493-506 (1973; Zbl 0283.62040)] and \textit{B. K. Kim} and the second author [Commun. Stat., Theory Methods A9, 697-709 (1980; Zbl 0437.62043)] proposed simple functions \(f_ n\) and \(g_ n\) of the order statistics (n is the sample size). In this paper the authors prove, under different assumptions, the asymptotic normality of \(g_ n(x)\) and \(g_ n(x)/f_ n(x)\) as estimates of f'(x) and f'(x)/f(x), respectively.
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kernel-type density estimate
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histogram-type density estimate
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score function
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empirical Bayes estimate
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density derivatives
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order statistics
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asymptotic normality
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