Sequential estimation of a density and its derivatives with bounded MISE.
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Publication:1298929
DOI10.1016/S0378-3758(98)00256-0zbMath1055.62543MaRDI QIDQ1298929
Publication date: 1999
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Density estimation; Mean integrated squared error; Stopping rule; Derivatives; Asymptotic efficiency; Sequential estimation
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
62L12: Sequential estimation
Cites Work
- An asymptotically optimal window selection rule for kernel density estimates
- MISE of kernel estimates of a density and its derivatives
- Using stopping rules to bound the mean integrated squared error in density estimation
- Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
- Probability Inequalities for the Sum of Independent Random Variables
- On the Integral Mean Square Error of Some Nonparametric Estimates for the Density Function
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
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