Recursive estimators of integrated squared density derivatives

DOI10.1016/J.SPL.2019.108609MaRDI QIDQ2288772zbMATH OpenOpenAlexFDO

Authors Abdelkader Mokkadem, Mariane Pelletier

Publication date 20 January 2020

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

Full work available at URL https://doi.org/10.1016/j.spl.2019.108609

zbMATH Keywords

kernel estimators of integralsmean squared errorrate of convergencerecursive estimationstochastic algorithm

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Stochastic approximation (62L20)

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Cited in

(14)

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• On the efficiency of on-line density estimators
• Recursive Estimation of a Vector Parameter under Bahadur Risk
• Recursive distribution estimator defined by stochastic approximation method using Bernstein polynomials
• Estimation of Integrated Squared Density Derivatives from a Contaminated Sample
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• MISE of wavelet estimators for regression derivatives with biased strong mixing data
• A simplified Newton stochastic approximation algorithm estimating the hazard function of censored data
• Asymptotic properties of wavelet estimators for derivative function in heteroscedastic regression model

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