Sequential estimation of a density and its derivatives with bounded MISE.

DOI10.1016/S0378-3758(98)00256-0zbMath1055.62543MaRDI QIDQ1298929

Eiichi Isogai

Publication date: 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

Density estimationMean integrated squared errorStopping ruleDerivativesAsymptotic efficiencySequential estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Sequential estimation (62L12)

Cites Work

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• An asymptotically optimal window selection rule for kernel density estimates
• MISE of kernel estimates of a density and its derivatives
• Using stopping rules to bound the mean integrated squared error in density estimation
• Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
• Probability Inequalities for the Sum of Independent Random Variables
• On the Integral Mean Square Error of Some Nonparametric Estimates for the Density Function
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean

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