Convergence rate of the normal approximation for sequential estimators of a probability density and its derivatives

DOI10.1080/07474949408836300zbMath0805.62077OpenAlexW2014857924MaRDI QIDQ4297838

Eiichi Isogai

Publication date: 4 July 1994

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949408836300

zbMATH Keywords

convergence ratesderivativesnormal approximationkernel-type recursive estimators

Mathematics Subject Classification ID

Sequential estimation (62L12)

Related Items (3)

An overview of sequential nonparametric density estimation ⋮ Plug-In Two-Stage Normal Density Estimation Under MISE Loss: Unknown Variance ⋮ sequential estimation of the hgarginal density function for a strongly mixing process

Cites Work

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• A global stopping rule for recursive density estimators
• Remarks on Some Nonparametric Estimates of a Density Function
• The convergence rate of fixed width sequential confidence intervals for a probability density function
• Berry-esseen type theorems for sequential density estimation
• On a Class of Estimates of the Probability Density Function and mode based on a Random Number of Observations
• Sequential fixed-width confidence intervals for a nonparametric density function
• Sequential nonparametric density estimation
• On sequential density estimation
• Estimation of a Probability Density Function and Its Derivatives

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