Studentized estimation of a certain functional of a probability density function

DOI10.1080/03461238.1985.10413786MaRDI QIDQ3734876zbMATHOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• A Class of Statistics with Asymptotically Normal Distribution
• On Estimation of a Probability Density Function and Mode
• On asymptotic properties of an estimate of a functional of a probability density
• On estimation of a class of efficacy-related parameters
• On the rate of convergence of an estimate of a functional of a probability density
• Remarks on Some Nonparametric Estimates of a Density Function
• The order of the normal approximation for a Studentized U-statistic

Cited in

(5)

• Nonparametric confidence intervals for the integral of a function of an unknown density
• scientific article; zbMATH DE number 4054812 (Why is no real title available?)
• USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS
• Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process
• On the estimation of the marginal density of a moving average process

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