Convergence rate of the normal approximation for sequential estimators of a probability density and its derivatives
作者:
Eiichi Isogai,
期刊:
Sequential Analysis
(Taylor Available online 1994)
卷期:
Volume 13,
issue 2
页码: 145-161
ISSN:0747-4946
年代: 1994
DOI:10.1080/07474949408836300
出版商: Marcel Dekker, Inc.
关键词: convergence rate of normal approximation;nonparametric density function;derivatives of a density;kernel-type recursive estimators;sequential estimators
数据来源: Taylor
摘要:
Menon et al. (1984) proposed the kernel-type recursive estimators of a density and its derivatives, based on a fixed number of observations. We extend the estimators to the case where the sample size is random. Convergence rates of the normal approximation for the kernel-type sequential estimators are studied.
点击下载:
PDF (1908KB)
返 回