Sequential estimation of a density and its derivatives with bounded MISE.

DOI10.1016/S0378-3758(98)00256-0MaRDI QIDQ1298929zbMATH OpenFDO

Authors Eiichi Isogai

Publication date 1999

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0378-3758(98)00256-0

zbMATH Keywords

Asymptotic efficiencyDensity estimationDerivativesMean integrated squared errorSequential estimationStopping rule

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Sequential estimation (62L12)

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Cites work

• An asymptotically optimal window selection rule for kernel density estimates
• scientific article; zbMATH DE number 3587899 (Why is no real title available?)
• scientific article; zbMATH DE number 3270310 (Why is no real title available?)
• Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
• MISE of kernel estimates of a density and its derivatives
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• On the Integral Mean Square Error of Some Nonparametric Estimates for the Density Function
• Probability Inequalities for the Sum of Independent Random Variables
• Using stopping rules to bound the mean integrated squared error in density estimation

Cited in

(4)

• MISE of kernel estimates of a density and its derivatives
• Using stopping rules to bound the mean integrated squared error in density estimation
• Bounding the L₁ distance in nonparametric density estimation
• Plug-in two-stage and sequential normal density estimation under MISE loss: both mean and variance are unknown

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