Estimation of integral functionals of a density and its derivatives

DOI10.2307/3318586zbMATH Open0872.62044OpenAlexW2088031810MaRDI QIDQ1363401FDOQ1363401

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

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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)

Cited In (36)

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• On mutual information estimation for mixed-pair random variables
• Estimation of Distribution Density Belonging to a Class of Entire Functions
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• Recursive estimators of integrated squared density derivatives
• Adaptive quadratic functional estimation of a weighted density by model selection
• Quadratic semiparametric von Mises calculus
• Minimax estimation of the integral of a power of a density
• On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density
• Estimation of entropy-type integral functionals
• Estimation of a quadratic functional of a density
• Estimators of integrals of powers of density derivatives
• Donsker-type theorems for nonparametric maximum likelihood estimators
• Estimation of quadratic functionals of a density
• On integral functionals of a density
• Statistical estimation of quadratic Rényi entropy for a stationarym-dependent sequence
• Root \(n\) estimates of vectors of integrated density partial derivative functionals
• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
• Minimax estimation of norms of a probability density. I: Lower bounds
• Minimax estimation of norms of a probability density. II: Rate-optimal estimation procedures
• Online estimation of integrated squared density derivatives
• Semiparametric estimation in the normal variance-mean mixture model
• Uniform in Bandwidth Estimation of Integral Functionals of the Density Function
• Asymptotic normality of quadratic estimators
• Estimation of functional derivatives
• Exact and asymptotically optimal bandwidths for kernel estimation of density functionals
• On the estimation of the derivatives of a function with the derivatives of an estimate
• Adaptive estimation of a quadratic functional of a density by model selection
• Title not available (Why is that?)
• Estimation of integral functionals of a density
• ESTIMATES OF DERIVATIVES OF (LOG) DENSITIES AND RELATED OBJECTS
• Functional convergence of sequential \(U\)-processes with size-dependent kernels
• Adaptive nonparametric confidence sets
• Estimating linear and quadratic forms via indirect observations
• Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection
• Fourier series-based direct plug-in bandwidth selectors for kernel density estimation

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