ESTIMATORS OF INTEGRALS OF POWERS OF DENSITY DERIVATIVES

被引:2
作者
HALL, P
WOLFF, RCL
机构
[1] AUSTRALIAN NATL UNIV,SCH MATH SCI,CTR MATH & APPLICAT,CANBERRA,ACT 0200,AUSTRALIA
[2] UNIV GLASGOW,GLASGOW G61 1BD,LANARK,SCOTLAND
关键词
KERNEL ESTIMATORS; NONPARAMETRIC DENSITY ESTIMATION; WAVELETS;
D O I
10.1016/0167-7152(94)00154-Z
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Simple kernel-type estimators of integrals of general powers of general derivatives of probability densities are proposed. They are based on two simple properties, and in many circumstances enjoy optimal convergence rates.
引用
收藏
页码:105 / 110
页数:6
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