Central limit theorems for the integrated squared error of derivative estimators

A central limit theorem for the weighted integrated squared error of kernel-type estimators of the first two derivatives of a nonparametric regression function is proved by using results for martingale differences and U-statistics. The results focus on the setting of the Nadaraya-Watson estimator but can also be transferred to local polynomial estimates.

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Year of publication:	2008
Authors:	Birke, Melanie
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 13, p. 1903-1913
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259358