Authors: Birke, Melanie
Title: Central limit theorems for the integrated squared error of derivative estimators
Language (ISO): en
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
Kernel estimates
Local polynomial estimate
Nadaraya-Watson estimate
Nonparametric regression
Issue Date: 2007-02-21T14:39:44Z
Appears in Collections:Sonderforschungsbereich (SFB) 475

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