A nearest neighbour-estimator for the score function
From MaRDI portal
Publication:2266537
DOI10.1007/BF00332313zbMATH Open0561.62030OpenAlexW2359144185MaRDI QIDQ2266537FDOQ2266537
Authors: Miklós Csörgo, Pál Révész 
Publication date: 1986
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00332313
Recommendations
consistencydensity estimationscore functionorder statisticsquantile functionFisher informationcontinuous derivativenearest neighbour type estimatorsstrictly positive density
Cites Work
- Title not available (Why is that?)
- Robust Statistics
- Nonparametric Statistical Data Modeling
- Title not available (Why is that?)
- Adaptive maximum likelihood estimators of a location parameter
- Asymptotically efficient adaptive rank estimates in location models
- Strong approximations of the quantile process
- Title not available (Why is that?)
Cited In (7)
- Change-Point Estimation in Long Memory Nonparametric Models with Applications
- Estimation of Fisher information using model selection
- Chain rule density estimates
- Large sample properties of kernel-type score function estimators
- Asymptotic distributions of estimators of the derivative of a density and the score function
- Title not available (Why is that?)
- Nonparametric estimation of quantile density function for truncated and censored data
This page was built for publication: A nearest neighbour-estimator for the score function
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2266537)
