Functionals of Gasser--Muller estimators
The asymptotic properties of a general functional of the Gasser--Muller estimator are investigated in the Sobolev space. The convergence rate, consistency, and central limit theorem are established.
Functionals of Gasser--Muller estimators
The asymptotic properties of a general functional of the Gasser--Muller estimator are investigated in the Sobolev space. The convergence rate, consistency, and central limit theorem are established.
___
- Arabidze D, Babilua P, Nadaraya E, Sokhadze G, Tkeshelashvili A. Integral functionals of the Gasser–Muller estimator. Ukrainian Math J 2013 (in press).
- Babilua PK, Nadaraya EA, Patsatsia MB, Sokhadze GA. On the integral functionals of a kernel estimator of a distribution density. Proc I Vekua Inst Appl Math 2008, 58: 6–14.
- Bissantz N, Holzmann H. Estimation of a quadratic regression functional using the sinc kernel. J Statist Plann
- Inference 2007, 137: 712–719.
- Devroye L. Exponential inequalities in nonparametric estimation. In: Roussas G, editor. Nonparametric Functional Estimation and Related Topics. NATO ASI Series, Vol. 335. Dordrecht, the Netherlands: Springer, pp. 31–44.
- Goldstein L, Messer K. Optimal plug-in estimators for nonparametric functional estimation. Ann Statist 1992, 20: 1306–1328.
- Hl´avka Z. On nonparametric estimators of location of maximum. Acta Univ Carolin Math Phys 2011 52: 5–13.
- Kuelbs J. The law of the iterated logarithm and related strong convergence theorems for Banach space valued
- random variables. Lect Notes Math 1976, 539: 224–314.
- Levit BY. Asymptotically efficient estimation of nonlinear functionals. Problems Inform Transmission 1978, 14: 65–72.
- Mason DM, Nadaraya E, Sokhadze G. Integral functionals of the density. In: Nonparametrics and Robustness in Modern Statistical Inference and Time Series Analysis: A Festschrift in Honor of Professor Jana Jureˇckov´a. Beachwood, OH, USA: Institute of Mathematical Statistics, 2010, pp. 153–168.
- Gasser T, M¨uller HG. Estimating regression functions and their derivatives by the kernel method. Scand J Statist 1984 11: 171–185.