Estimators of integrals of powers of density derivatives

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.

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Year of publication:	2006-06-15
Authors:	Wolff, Rodney C ; Hall, Peter
Institutions:	School of Economics and Finance, Business School
Subject:	Kernel estimators \| nonparametric density estimation \| wavelets

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Extent:	application/pdf
Series:	School of Economics and Finance Discussion Papers and Working Papers Series.
Type of publication:	Book / Working Paper
Notes:	Number 208o
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008694538