Studentized estimation of a certain functional of a probability density function

DOI10.1080/03461238.1985.10413786zbMATH Open0599.62047OpenAlexW2023444479MaRDI QIDQ3734876FDOQ3734876

Authors: Noël Veraverbeke 

Publication date: 1985

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1985.10413786

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zbMATH Keywords

asymptotic normalityrate of convergenceU-statisticsapproximate confidence intervalsBerry-Esséen boundfunctional of a densitykernel-type density estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of parametric tests (62F05) Nonparametric tolerance and confidence regions (62G15)

Cites Work

• Remarks on Some Nonparametric Estimates of a Density Function
• On Estimation of a Probability Density Function and Mode
• A Class of Statistics with Asymptotically Normal Distribution
• Title not available (Why is that?)
• On asymptotic properties of an estimate of a functional of a probability density
• On the rate of convergence of an estimate of a functional of a probability density
• On estimation of a class of efficacy-related parameters
• The order of the normal approximation for a Studentized U-statistic

Cited In (5)

• USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS
• Nonparametric confidence intervals for the integral of a function of an unknown density
• Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process
• Title not available (Why is that?)
• On the estimation of the marginal density of a moving average process

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