Uniform in Bandwidth Estimation of Integral Functionals of the Density Function
Evarist Giné and
David M. Mason
Scandinavian Journal of Statistics, 2008, vol. 35, issue 4, 739-761
Abstract:
Abstract. 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.
Date: 2008
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https://doi.org/10.1111/j.1467-9469.2008.00600.x
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Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:35:y:2008:i:4:p:739-761
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