Average derivative estimation from biased data (Q2510956)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Average derivative estimation from biased data |
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Average derivative estimation from biased data (English)
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5 August 2014
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Summary: We investigate the estimation of the density-weighted average derivative from biased data. An estimator integrating a plug-in approach and wavelet projections is constructed. We prove that it attains the parametric rate of convergence \(1/n\) under the mean squared error.
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density-weighted average derivative
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wavelet projections
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