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Estimators of integrals of powers of density derivatives

Author

Listed:
  • Hall, Peter
  • Wolff, Rodney C. L.

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 rates.

Suggested Citation

  • Hall, Peter & Wolff, Rodney C. L., 1995. "Estimators of integrals of powers of density derivatives," Statistics & Probability Letters, Elsevier, vol. 24(2), pages 105-110, August.
    • Handle: RePEc:eee:stapro:v:24:y:1995:i:2:p:105-110
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    References listed on IDEAS

    as
    1. Hall, Peter & Marron, J. S., 1987. "Estimation of integrated squared density derivatives," Statistics & Probability Letters, Elsevier, vol. 6(2), pages 109-115, November.
    2. Jones, M. C. & Sheather, S. J., 1991. "Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives," Statistics & Probability Letters, Elsevier, vol. 11(6), pages 511-514, June.
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