Unbiased nonparametric estimation of the derivative of the mean

DOI10.1016/0167-7152(90)90051-8MaRDI QIDQ916263zbMATHOpenAlexFDO

Authors Tomasz Rychlik

Publication date 1990

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

Full work available at URL https://doi.org/10.1016/0167-7152(90)90051-8

zbMATH Keywords

nonparametric regressionmean functionnonstationary random processexistence of unbiased nonparametric estimatorsKiefer-Wolfowitz procedurelocally Lipschitz derivativenonrandom design

Mathematics Subject Classification ID

Nonparametric estimation (62G05) General nonlinear regression (62J02) Non-Markovian processes: estimation (62M09)

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Cited in

(10)

• On nonnegative unbiased estimators
• Unbiased estimators and multilevel Monte Carlo
• scientific article; zbMATH DE number 88831 (Why is no real title available?)
• Impossibility results for nondifferentiable functionals
• Exact estimation for Markov chain equilibrium expectations
• Average derivative estimation from biased data
• Randomized unbiased nonparametric estimates of nonestimable functionals
• Transfer of tail information in censored regression models
• Inductive synthesis of term rewriting systems
• A critical review of univariate non-parametric estimation of first derivatives

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