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Some shrinkage estimators for the variance of exponential density

✍ Scribed by D.S. Tracy; H.P. Singh; H.S. Raghuvanshi


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
226 KB
Volume
36
Category
Article
ISSN
0026-2714

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✍ Armelle Guillou; Florence MerlevΓ¨de πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 196 KB

In order to construct confidence sets for a marginal density f of a strictly stationary continuous time process observed over the time interval [0, T ], it is necessary to have at one's disposal a Central Limit Theorem for the kernel density estimator f T . In this paper we address the question of n