On asymptotic properties of an estimate of a functional of a probability density

DOI10.1080/03461238.1976.10405612zbMath0354.62036OpenAlexW2041276363MaRDI QIDQ4125585

Ibrahim A. Ahmad

Publication date: 1976

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1976.10405612

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Strong limit theorems (60F15)

Related Items

Estimation of density functionals, Studentized estimation of a certain functional of a probability density function, Testing for dispersive ordering, Generalized expected value of continuous random variables and its applications, Rank-based inference for linear models: Asymmetric errors, Estimation of entropy and other functionals of a multivariate density, Testing behavior of the reversed hazard rate, A general and fast convergent bandwidth selection method of kernel estimator, On estimation of a class of efficacy-related parameters, Multisample tests for scale based on kernel density estimation, Consistency of a nonparametric estimation of a density functional, Nonparametric Estimates of the Asymptotic Covariance Matrix Associated with BICKEL's Estimate for Multivariate Shift Parameters, Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process, Inequalities and bounds for kernel length-biased density estimation

Cites Work

• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• On the rate of convergence of an estimate of a functional of a probability density
• On Estimation of a Probability Density Function and Mode