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Asymptotic Normality of the Recursive M-estimators of the Scale Parameters

โœ Scribed by Baiqi Miao; Yuehua Wu; Donghai Liu; Qian Tong


Publisher
Springer Japan
Year
2006
Tongue
English
Weight
627 KB
Volume
59
Category
Article
ISSN
0020-3157

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The estimation of integrated density derivatives is a crucial problem which arises in data-based methods for choosing the bandwidth of kernel and histogram estimators. In this paper, we establish the asymptotic normality of a multistage kernel estimator of such quantities, by showing that under some