ESTIMATION OF DENSITY FUNCTIONALS

Authors
GRUBEL R
Citation
R. Grubel, ESTIMATION OF DENSITY FUNCTIONALS, Annals of the Institute of Statistical Mathematics, 46(1), 1994, pp. 67-75
Citations number
13
Categorie Soggetti
Statistic & Probability",Mathematics,"Statistic & Probability
Journal title
Annals of the Institute of Statistical Mathematics → ACNP
ISSN journal
00203157
Volume
46
Issue
1
Year of publication
1994
Pages
67 - 75
Database
ISI
SICI code
0020-3157(1994)46:1<67:EODF>2.0.ZU;2-A
Abstract
Given a sequence of independent random variables with density f we est imate quantities theta of the form theta = integral phi(f(x))dx, phi a known function, by inserting histograms and kernel density estimators for the unknown f. We obtain conditions for consistency and asymptoti c normality and discuss the choice of cell size and bandwidth.