Unbiased nonparametric estimation of the derivative of the mean
DOI10.1016/0167-7152(90)90051-8zbMATH Open0703.62049OpenAlexW2093303355MaRDI QIDQ916263FDOQ916263
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
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nonparametric regressionmean functionnonstationary random processexistence of unbiased nonparametric estimatorsKiefer-Wolfowitz procedurelocally Lipschitz derivativenonrandom design
Nonparametric estimation (62G05) General nonlinear regression (62J02) Non-Markovian processes: estimation (62M09)
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Cited In (10)
- On nonnegative unbiased estimators
- Inductive synthesis of term rewriting systems
- Unbiased estimators and multilevel Monte Carlo
- Title not available (Why is that?)
- Average derivative estimation from biased data
- Transfer of tail information in censored regression models
- A critical review of univariate non-parametric estimation of first derivatives
- Impossibility results for nondifferentiable functionals
- Randomized unbiased nonparametric estimates of nonestimable functionals
- Exact estimation for Markov chain equilibrium expectations
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