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dc.contributor.authorBirke, Melanie-
dc.date.accessioned2007-02-21T14:39:44Z-
dc.date.available2007-02-21T14:39:44Z-
dc.date.issued2007-02-21T14:39:44Z-
dc.identifier.urihttp://hdl.handle.net/2003/23296-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-12785-
dc.description.abstractA 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.de
dc.language.isoende
dc.subjectCentral limit theoremen
dc.subjectIntegrated squared erroren
dc.subjectKernel estimatesen
dc.subjectLocal polynomial estimateen
dc.subjectNadaraya-Watson estimateen
dc.subjectNonparametric regressionen
dc.subject.ddc004-
dc.titleCentral limit theorems for the integrated squared error of derivative estimatorsen
dc.typeTextde
dc.type.publicationtypereporten
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 475

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