Online estimation of integrated squared density derivatives

DOI10.1016/j.spl.2020.108880zbMath1456.62061OpenAlexW3042529903MaRDI QIDQ2216958

Mariane Pelletier, Abdelkader Mokkadem

Publication date: 18 December 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108880

zbMATH Keywords

rate of convergencemean squared errorstochastic algorithmrecursive estimationonline estimationkernel estimators of integrals

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Stochastic approximation (62L20) Sequential estimation (62L12)

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