메뉴 건너뛰기




Volumn 16, Issue 6, 2004, Pages 925-935

Root n consistent density estimators for sums of independent random variables

Author keywords

Functional central limit theorem; Kernel density estimator; Parametric convergence rate; Plug in estimator; Von Mises statistic

Indexed keywords


EID: 5644288967     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/10485250410001713990     Document Type: Article
Times cited : (40)

References (21)
  • 1
    • 0041133026 scopus 로고
    • Efficient nonparametric testing by functional estimation
    • Abramson, I. and Goldstein, L. (1991). Efficient nonparametric testing by functional estimation. J. Theoret. Probab., 4, 137-159.
    • (1991) J. Theoret. Probab. , vol.4 , pp. 137-159
    • Abramson, I.1    Goldstein, L.2
  • 2
    • 0001667487 scopus 로고
    • Estimating integrated squared density derivatives: Sharp best order of convergence estimates
    • Bickel, P. J. and Ritov, Y. (1988). Estimating integrated squared density derivatives: Sharp best order of convergence estimates. Sankhya Ser. A, 50, 381-393.
    • (1988) Sankhya Ser. A , vol.50 , pp. 381-393
    • Bickel, P.J.1    Ritov, Y.2
  • 4
    • 21844523744 scopus 로고
    • Estimation of integral functionals of a density
    • Birgé, L. and Massart, P. (1995). Estimation of integral functionals of a density. Ann. Statist., 23, 11-29.
    • (1995) Ann. Statist. , vol.23 , pp. 11-29
    • Birgé, L.1    Massart, P.2
  • 5
    • 21144482666 scopus 로고
    • A note on the usefulness of superkernels in density estimation
    • Devroye, L. (1992). A note on the usefulness of superkernels in density estimation. Ann. Statist., 20, 2037-2058.
    • (1992) Ann. Statist. , vol.20 , pp. 2037-2058
    • Devroye, L.1
  • 6
    • 0000467783 scopus 로고
    • One-sided inference about functionals of a density
    • Donoho, D. L. (1988). One-sided inference about functionals of a density. Ann. Statist., 16, 1390-1420.
    • (1988) Ann. Statist. , vol.16 , pp. 1390-1420
    • Donoho, D.L.1
  • 8
    • 0032690752 scopus 로고    scopus 로고
    • Best asymptotic normality of the kernel density entropy estimator for smooth densities
    • Eggermont, P. P. B. and LaRiccia, V. N. (1999). Best asymptotic normality of the kernel density entropy estimator for smooth densities. IEEE Trans. Inform. Theory, 45, 1321-1326.
    • (1999) IEEE Trans. Inform. Theory , vol.45 , pp. 1321-1326
    • Eggermont, P.P.B.1    LaRiccia, V.N.2
  • 10
    • 21344494737 scopus 로고
    • Estimating densities of functions of observations
    • Frees, E. W. (1994). Estimating densities of functions of observations. J. Amer. Statist. Assoc., 89, 517-525.
    • (1994) J. Amer. Statist. Assoc. , vol.89 , pp. 517-525
    • Frees, E.W.1
  • 11
    • 0001930467 scopus 로고
    • On efficient estimation of smooth functionals
    • Goldstein, L. and Khas'minskii, R. (1995). On efficient estimation of smooth functionals. Theory Probab. Appl., 40, 151-156.
    • (1995) Theory Probab. Appl. , vol.40 , pp. 151-156
    • Goldstein, L.1    Khas'minskii, R.2
  • 12
    • 21144482567 scopus 로고
    • Optimal plug-in estimators for nonparametric functional estimation
    • Goldstein, L. and Messer, K. (1992). Optimal plug-in estimators for nonparametric functional estimation. Ann. Statist., 20, 1306-1328.
    • (1992) Ann. Statist. , vol.20 , pp. 1306-1328
    • Goldstein, L.1    Messer, K.2
  • 13
    • 38249035197 scopus 로고
    • Estimation of integrated squared density derivatives
    • Hall, P. and Marron, J. S. (1987). Estimation of integrated squared density derivatives. Statist. Probab. Lett., 6, 109-115.
    • (1987) Statist. Probab. Lett. , vol.6 , pp. 109-115
    • Hall, P.1    Marron, J.S.2
  • 14
    • 0030490121 scopus 로고    scopus 로고
    • Efficient estimation of integral functionals of a density
    • Laurent, B. (1996). Efficient estimation of integral functionals of a density. Ann. Statist., 24, 659-681.
    • (1996) Ann. Statist. , vol.24 , pp. 659-681
    • Laurent, B.1
  • 15
    • 1542301522 scopus 로고    scopus 로고
    • Representations for integral functionals of kernel density estimators
    • Mason, D. M. (2003). Representations for integral functionals of kernel density estimators. Austrian J. Statist., 32, 131-142.
    • (2003) Austrian J. Statist. , vol.32 , pp. 131-142
    • Mason, D.M.1
  • 17
    • 0039731510 scopus 로고    scopus 로고
    • Rate of convergence of a convolution-type estimator of the marginal density of an MA(1) process
    • Saavedra, A. and Cao, R. (1999). Rate of convergence of a convolution-type estimator of the marginal density of an MA(1) process. Stochastic Process. Appl., 80, 129-155.
    • (1999) Stochastic Process. Appl. , vol.80 , pp. 129-155
    • Saavedra, A.1    Cao, R.2
  • 18
    • 0034550557 scopus 로고    scopus 로고
    • On the estimation of the marginal density of a moving average process
    • Saavedra, A. and Cao, R. (2000). On the estimation of the marginal density of a moving average process. Canad. J. Statist., 28, 799-815.
    • (2000) Canad. J. Statist. , vol.28 , pp. 799-815
    • Saavedra, A.1    Cao, R.2
  • 19
    • 1542267821 scopus 로고    scopus 로고
    • Root n consistent and optimal density estimators for moving average processes
    • Schick, A. and Wefelmeyer, W. (2004a). Root n consistent and optimal density estimators for moving average processes. Scand. J. Statist., 31, 63-78.
    • (2004) Scand. J. Statist. , vol.31 , pp. 63-78
    • Schick, A.1    Wefelmeyer, W.2
  • 20
    • 5644285607 scopus 로고    scopus 로고
    • Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
    • To appear
    • Schick, A. and Wefelmeyer, W. (2004b). Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes. To appear in Bernoulli.
    • (2004) Bernoulli
    • Schick, A.1    Wefelmeyer, W.2
  • 21
    • 0004021335 scopus 로고
    • Grundlehren der Mathematischen Wissenschaften 123, Springer-Verlag, Berlin
    • Yosida, K. (1980). Functional Analysis, 6th ed., Grundlehren der Mathematischen Wissenschaften 123, Springer-Verlag, Berlin.
    • (1980) Functional Analysis, 6th Ed.
    • Yosida, K.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.