A note on the estimation of the integral of \(f^ 2(x)\)
The estimation of \(y=\int^{\infty}_{-\infty}f^ 2(x)dx\), important in nonparametric inference, is discussed. Methods, based on either density estimators or on the lengths of nonparametric confidence intervals, are compared. We conclude that density type estimators have advantages over the estimators based on confidence intervals.
estimators based on confidence intervals
scientific article; zbMATH DE number 3898024
scientific article