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Estimation of quadratic functionals of a density

✍ Scribed by Harú V. Martinez; Marı́a M. Olivares


Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
82 KB
Volume
42
Category
Article
ISSN
0167-7152

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✍ Harry Joe 📂 Article 📅 1989 🏛 Springer Japan 🌐 English ⚖ 630 KB

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