Adaptive root \(n\) estimates of integrated squared density derivatives

DOI10.1214/aos/1176324308zbMath0843.62036OpenAlexW2085634661MaRDI QIDQ1914253

Tiee-Jian Wu

Publication date: 21 August 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176324308

zbMATH Keywords

tablesfrequency domainsimulationasymptotic normalitybias reductioncross-validationvariance reductionbandwidth selectionsmoothed cross-validationkernel estimatedensity derivativeexact convergence ratecutoff frequencysample characteristic functionsample variation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Monte Carlo methods (65C05)

Related Items (12)

Root n bandwidths selectors in multivariate kernel density estimation ⋮ Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection ⋮ A variable bandwidth selector in multivariate kernel density estimation ⋮ Exact and asymptotically optimal bandwidths for kernel estimation of density functionals ⋮ Estimation of quadratic functionals of a density ⋮ On the estimation of the marginal density of a moving average process ⋮ Relative efficiency of local bandwidths in kernel density estimation^∗ ⋮ A general and fast convergent bandwidth selection method of kernel estimator ⋮ Root \(n\) estimates of vectors of integrated density partial derivative functionals ⋮ On smoothed bootstrap for density functionals ⋮ A data-driven test for dispersive ordering ⋮ Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process

This page was built for publication: Adaptive root \(n\) estimates of integrated squared density derivatives