Unbiased nonparametric estimation of the derivative of the mean

DOI10.1016/0167-7152(90)90051-8zbMath0703.62049OpenAlexW2093303355MaRDI QIDQ916263

Tomasz Rychlik

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90051-8

zbMATH Keywords

Kiefer-Wolfowitz procedurenonparametric regressionmean functionnonstationary random processexistence of unbiased nonparametric estimatorslocally Lipschitz derivativenonrandom design

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) General nonlinear regression (62J02)

Related Items (5)

Randomized unbiased nonparametric estimates of nonestimable functionals ⋮ Unbiased Estimators and Multilevel Monte Carlo ⋮ Transfer of tail information in censored regression models ⋮ Exact estimation for Markov chain equilibrium expectations ⋮ On nonnegative unbiased estimators

Cites Work

• Kernel estimates of functions and their derivatives with applications
• Smoothing splines: Regression, derivatives and deconvolution
• A sieve estimator for the mean of a Gaussian process
• Nonparametric maximum likelihood estimation by the method of sieves
• Contributions to the theory of nonparametric regression, with application to system identification
• Stochastic Approximation of Minima with Improved Asymptotic Speed
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