Nonparametric estimation of derivatives of a multivariate density from dependent observations.

zbMath1103.62336MaRDI QIDQ1856499

Vjatscheslav Vasiliev, Gennady M. Koshkin

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

mean squared errordependent observationsexact asymptoticsuniform asymptotic normalitygeneral regression modelimproved convergence ratenonparametric kernel density estimatespartial derivatives of the density funciton

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

Related Items (3)

Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions ⋮ Recurrent nonparametric estimation of functions from functionals of multidimensional density and their derivatives ⋮ Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations

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