Central limit theorems for the integrated squared error of derivative estimators
| dc.contributor.author | Birke, Melanie | |
| dc.date.accessioned | 2007-02-21T14:39:44Z | |
| dc.date.available | 2007-02-21T14:39:44Z | |
| dc.date.issued | 2007-02-21T14:39:44Z | |
| dc.description.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. | de |
| dc.identifier.uri | http://hdl.handle.net/2003/23296 | |
| dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-12785 | |
| dc.language.iso | en | de |
| dc.subject | Central limit theorem | en |
| dc.subject | Integrated squared error | en |
| dc.subject | Kernel estimates | en |
| dc.subject | Local polynomial estimate | en |
| dc.subject | Nadaraya-Watson estimate | en |
| dc.subject | Nonparametric regression | en |
| dc.subject.ddc | 004 | |
| dc.title | Central limit theorems for the integrated squared error of derivative estimators | en |
| dc.type | Text | de |
| dc.type.publicationtype | report | en |
| dcterms.accessRights | open access |