A nearest neighbour-estimator for the score function

DOI10.1007/BF00332313zbMath0561.62030OpenAlexW2359144185MaRDI QIDQ2266537

Pál Révész, Miklós Csörgő

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00332313

zbMATH Keywords

order statisticsconsistencyFisher informationdensity estimationquantile functionscore functioncontinuous derivativenearest neighbour type estimatorsstrictly positive density

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Related Items

Estimation of Fisher information using model selection, Large sample properties of kernel-type score function estimators, Nonparametric estimation of quantile density function for truncated and censored data, Change-Point Estimation in Long Memory Nonparametric Models with Applications

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