Estimation of density functionals

DOI10.1007/BF00773593zbMath0802.62042MaRDI QIDQ1336544

Rudolf Grübel

Publication date: 3 November 1994

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

consistencyasymptotic normalitykernel density estimatorsdensity functionalsempirical central limit theorembandwidth choicechoice of cell size

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (4)

Optimal bandwidth selection for kernel density functionals estimation ⋮ Generalized expected value of continuous random variables and its applications ⋮ Uniform in Bandwidth Estimation of Integral Functionals of the Density Function ⋮ Optimal bandwidth estimators of kernel density functionals for contaminated data

Cites Work

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• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Consistency of a nonparametric estimation of a density functional
• Estimation of integrated squared density derivatives
• A nonparametric estimation of the entropy for absolutely continuous distributions (Corresp.)
• On asymptotic properties of an estimate of a functional of a probability density
• On the rate of convergence of an estimate of a functional of a probability density
• Convergence of stochastic processes

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