|Title:||Central limit theorems for the integrated squared error of derivative estimators|
|Abstract:||A central limit theorem for the weighted integrated squared error of kernel type estimators of the first two derivatives of a nonparametric regression function is proved by using results for martingale differences and U-statistics. The results focus on the setting of the Nadaraya- Watson estimator but can also be transfered to local polynomial estimates.|
|Subject Headings:||Central limit theorem|
Integrated squared error
Local polynomial estimate
|Appears in Collections:||Sonderforschungsbereich (SFB) 475|
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