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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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