Estimators of integrals of powers of density derivatives

Peter Hall and Rodney C. L. Wolff

Statistics & Probability Letters, 1995, vol. 24, issue 2, 105-110

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.

Keywords: Kernel; estimators; Nonparametric; density; estimation; Wavelets (search for similar items in EconPapers)
Date: 1995
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