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Estimation of functionals in an a priori density

✍ Scribed by M. Ya. Penskaya


Publisher
Springer US
Year
1988
Tongue
English
Weight
402 KB
Volume
41
Category
Article
ISSN
1573-8795

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For a multivariate densityfwith respect to Lebesgue measure /l, the estimation offJ(f)fdl~, and in particularff2dl~ and -ff log fdl~, is studied. These two particular functionals are important in a number of contexts. Asymptotic bias and variance terms are obtained for the estimators i =fJ(f)dF, and