Unbiased nonparametric estimation of the derivative of the mean
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Publication:916263
DOI10.1016/0167-7152(90)90051-8zbMath0703.62049MaRDI QIDQ916263
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
Kiefer-Wolfowitz procedure; nonparametric regression; mean function; nonstationary random process; existence of unbiased nonparametric estimators; locally Lipschitz derivative; nonrandom design
62G05: Nonparametric estimation
62M09: Non-Markovian processes: estimation
62J02: General nonlinear regression
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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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