Central limit theorems for the integrated squared error of derivative estimators

DOI10.1016/J.SPL.2008.01.058zbMath1147.62033OpenAlexW2001579289MaRDI QIDQ947198

Melanie Birke

Publication date: 29 September 2008

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

Full work available at URL: http://hdl.handle.net/2003/23296

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

Related Items (1)

Testing symmetry of a nonparametric bivariate regression function

Cites Work

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• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Integrated square error properties of kernel estimators of regression functions
• Asymptotic normality of a weighted integrated squared error of kernel regression estimates with data-dependent bandwidth
• Integrated square error of nonparametric estimators of regression function: The fixed design case
• On some global measures of the deviations of density function estimates
• Testing strict monotonicity in nonparametric regression
• On a Global Measure of Deviation for an Estimate of the Regression Line

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