Non-parametric recursive estimates of a probability density function and its derivatives
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The authors propose a recursive version of non-parametric kernel estimates of a probability density function and its derivatives. It is proved that these estimates are asymptotically unbiased, mean square and strongly consistent.
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Cites work
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Cited in
(21)- Recurrent nonparametric estimation of functions from functionals of multidimensional density and their derivatives
- Equivalence of uniform asymptotic unbiasedness, mean square and strong consistencies of recursive estimates of a density and its p-th derivative
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