Resource title

Central limit theorems for the integrated squared error of derivative estimators

Resource image

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Resource description

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.

Resource author

Melanie Birke

Resource publisher

Resource publish date

Resource language

eng

Resource content type

text/html

Resource resource URL

http://hdl.handle.net/10419/22697

Resource license

Adapt according to the presented license agreement and reference the original author.