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Estimation of Functionals of a Density

✍ Scribed by Borovikov, V. P.


Book ID
118225883
Publisher
Society for Industrial and Applied Mathematics
Year
1993
Tongue
English
Weight
548 KB
Volume
37
Category
Article
ISSN
0040-585X

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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