Deviation moments of the substitution estimator and its piecewise smooth approximations

DOI10.1007/BF02679759zbMath0930.62058MaRDI QIDQ1963375

Gennady M. Koshkin

Publication date: 31 January 2000

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

deviation moment of order \(k\)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Point estimation (62F10)

Related Items (5)

Nonparametric semirecursive identification in a wide sense of strong mixing processes ⋮ Semi-recursive nonparametric identification in the general sense of a nonlinear heteroscedastic autoregression ⋮ Nonparametric estimators of probability characteristics using unbiased prior conditions ⋮ 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

Cites Work

• Probability moments of nonparametric estimation of the regression function
• Asymptotic properties of functions of statistics and their application to nonparametric estimation
• On a Method of Removing Bias of Estimates
• On the Distribution of the Ratioof Sums of Random Variables
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