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On the asymptotic normality of kernel density estimators for causal linear random fields

✍ Scribed by Wang, Yizao; Woodroofe, Michael


Book ID
122043073
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
456 KB
Volume
123
Category
Article
ISSN
0047-259X

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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