Unbiased nonparametric estimation of the derivative of the mean

Tomasz Rychlik

Statistics & Probability Letters, 1990, vol. 10, issue 4, 329-333

Abstract: The problems of existence of unbiased nonparametric estimators of the locally Lipschitz derivative for a regression function at a point under nonrandom design, and for a mean function of a random process are positively resolved. The proof is constructive.

Keywords: Unbiased; estimation; derivative; nonparametric; regression; Kiefer-Wolfowitz; procedure; nonstationary; random; process (search for similar items in EconPapers)
Date: 1990
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