Uniform in Bandwidth Estimation of Integral Functionals of the Density Function

We apply recent results on local U-statistics to obtain uniform in bandwidth consistency and central limit theorems for some commonly used estimators of integral functionals of density functions. Copyright (c) Board of the Foundation of the Scandinavian Journal of Statistics 2008.

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Year of publication:	2008
Authors:	GINÉ, EVARIST ; MASON, DAVID M.
Published in:	Scandinavian Journal of Statistics. - Danish Society for Theoretical Statistics, ISSN 0303-6898. - Vol. 35.2008, 4, p. 739-761
Publisher:	Danish Society for Theoretical Statistics Finnish Statistical Society Norwegian Statistical Association Swedish Statistical Association

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005324560