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Estimators of integrals of powers of density derivatives

Hall, Peter A. & Wolff, Rodney C. (1995) Estimators of integrals of powers of density derivatives. Statistics and Probability Letters, 24(2), pp. 105-110.

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Abstract

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 rate.

Impact and interest:

3 citations in Scopus
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2 citations in Web of Science®

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177 since deposited on 05 Jan 2007
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ID Code: 5942
Item Type: Journal Article
Keywords: Kernel estimators, nonparametric density estimation, wavelets
DOI: 10.1016/0167-7152(94)00154-Z
ISSN: 0167-7152
Subjects: Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > PURE MATHEMATICS (010100)
Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > STATISTICS (010400)
Divisions: Current > QUT Faculties and Divisions > QUT Business School
Copyright Owner: Copyright 1995 Elsevier
Copyright Statement: Reproduced in accordance with the copyright policy of the publisher.
Deposited On: 05 Jan 2007
Last Modified: 05 Jan 2011 23:29

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