Non-parametric recursive estimates of a probability density function and its derivatives

DOI10.1016/0378-3758(84)90046-6zbMath0535.62034OpenAlexW2087722642MaRDI QIDQ791253

V. V. Menon, B. N. Prasad, Radhey S. Singh

Publication date: 1984

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(84)90046-6

zbMATH Keywords

kernel estimatesderivativesasymptotically unbiased estimatespointwise consistenciesrecursive estimatesuniform consistencies

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point estimation (62F10)

Related Items

A Berry-Esseen-type bound for recursive estimators of a density and its derivatives ⋮ Equivalence of uniform asymptotic unbiasedness, mean square and strong consistencies of recursive estimates of a density and its p-th derivative ⋮ Modified nonparametric kernel estimates of a regression function and their consistencies with rates ⋮ Convergence rate of the normal approximation for sequential estimators of a probability density and its derivatives ⋮ On the Estimation of the Density of a Directional Data Stream ⋮ Joint behaviour of semirecursive kernel estimators of the location and of the size of the mode of a probability density function ⋮ On the Glivenko-Cantelli theorem for generalized empirical processes based on strong mixing sequences

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