Asymptotic distributions of estimators of the derivative of a density and the score function

DOI10.1016/0378-3758(85)90049-7MaRDI QIDQ1066587zbMATH OpenOpenAlexFDO

Authors Soo Peter Ouyang, John van Ryzin

Publication date 1985

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(85)90049-7

zbMATH Keywords

asymptotic normalitydensity derivativesempirical Bayes estimatehistogram-type density estimatekernel-type density estimateorder statisticsscore function

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Review text

To estimate an unknown density f and its derivative f' from a real random sample the second author [Commun. Stat. 2, 493-506 (1973; Zbl 0283.62040)] and \textit{B. K. Kim} and the second author [Commun. Stat., Theory Methods A9, 697-709 (1980; Zbl 0437.62043)] proposed simple functions \(f_ n\) and \(g_ n\) of the order statistics (n is the sample size). In this paper the authors prove, under different assumptions, the asymptotic normality of \(g_ n(x)\) and \(g_ n(x)/f_ n(x)\) as estimates of f'(x) and f'(x)/f(x), respectively.

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Cites work

• A histogram method of density estimation
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• Estimation of a Probability Density Function and Its Derivatives
• Estimation of the derivative of a density and related functions
• scientific article; zbMATH DE number 3812734 (Why is no real title available?)
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• scientific article; zbMATH DE number 3279646 (Why is no real title available?)
• scientific article; zbMATH DE number 3307087 (Why is no real title available?)
• On Estimation of a Probability Density Function and Mode
• On Non-Parametric Estimates of Density Functions and Regression Curves
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• The Empirical Bayes Approach to Statistical Decision Problems
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