On necessary and sufficient conditions for uniform strong consistency of estimators of a density and its derivatives

Based on a random sample from a population with (unknown) probability density f, this note exhibits a class of statistics f(p) for each fixed integer p [greater, double equals] 0. It is shown that f(p) are uniformly strongly consistent estimators of f(p), the pth order derivative of f, if and only if f(p) is bounded and uniformly continuous.

MoreLess

Year of publication:	1979
Authors:	Singh, R. S.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 9.1979, 1, p. 157-164
Publisher:	Elsevier
Keywords:	Density pth-order derivative of a density strong consistency uniform continuity

More details

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

Persistent link: https://www.econbiz.de/10005093812