๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Asymptotically Efficient Estimation of the Derivative of the Invariant Density

โœ Scribed by Arnak S. Dalalyan; Yury A. Kutoyants

Book ID
110422708
Publisher
Springer Netherlands
Year
2003
Tongue
English
Weight
141 KB
Volume
6
Category
Article
ISSN
1387-0874

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

On efficient estimation of invariant den
On efficient estimation of invariant density for ergodic diffusion processes
โœ Ilia Negri ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 96 KB

The problem of nonparametric invariant density function estimation of an ergodic di usion process is considered. The local asymptotic minimax lower bound on the risk of all the estimators is established. The asymptotic risk considered measures the distance between the estimators and the density that

On the asymptotic normality of multistag
On the asymptotic normality of multistage integrated density derivatives kernel estimators
โœ Carlos Tenreiro ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 264 KB

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