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 |
URI: | http://hdl.handle.net/2003/23296 http://dx.doi.org/10.17877/DE290R-12785 |
Issue Date: | 2007-02-21T14:39:44Z |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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tr53-06.pdf | DNB | 145.21 kB | Adobe PDF | View/Open |
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