Estimation of integral functionals of a density and its derivatives

DOI10.2307/3318586zbMATH Open0872.62044OpenAlexW2088031810MaRDI QIDQ1363401FDOQ1363401

Authors Béatrice Laurent 

Publication date 19 October 1997

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bj/1177526728

zbMATH Keywords

semi-parametricoptimal rate of convergenceFourier seriesquadratic functionalsprojection methodsCramer-Rao boundestimation of density functionalsFisher information estimationintegrated squared density derivatives

Mathematics Subject Classification ID

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

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• Optimal adaptive estimation on \(\mathbb{R}\) or \(\mathbb{R}^{+}\) of the derivatives of a density
• On mutual information estimation for mixed-pair random variables
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• Root \(n\) estimates of vectors of integrated density partial derivative functionals
• Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection
• Recursive estimators of integrated squared density derivatives
• Statistical estimation of quadratic Rényi entropy for a stationary \(m\)-dependent sequence
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• ESTIMATES OF DERIVATIVES OF (LOG) DENSITIES AND RELATED OBJECTS
• Functional convergence of sequential \(U\)-processes with size-dependent kernels
• Donsker-type theorems for nonparametric maximum likelihood estimators
• Minimax estimation of the integral of a power of a density
• Estimation of Distribution Density Belonging to a Class of Entire Functions
• Estimators of integrals of powers of density derivatives
• Bandwidth selection for kernel density estimation: a Hermite series-based direct plug-in approach
• Estimation of functional derivatives
• On the estimation of the derivatives of a function with the derivatives of an estimate
• Efficient functional estimation and the super-oracle phenomenon
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• Adaptive estimation of a quadratic functional of a density by model selection
• Asymptotic normality of quadratic estimators
• Semiparametric estimation in the normal variance-mean mixture model
• On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density

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