Recursive estimators of integrated squared density derivatives

DOI10.1016/J.SPL.2019.108609zbMath1459.62045OpenAlexW2971461597MaRDI QIDQ2288772

Abdelkader Mokkadem, Mariane Pelletier

Publication date: 20 January 2020

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

Full work available at URL: https://doi.org/10.1016/j.spl.2019.108609

zbMATH Keywords

rate of convergencemean squared errorstochastic algorithmrecursive estimationkernel estimators of integrals

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Stochastic approximation (62L20)

Related Items (2)

MISE of wavelet estimators for regression derivatives with biased strong mixing data ⋮ Online estimation of integrated squared density derivatives

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