کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1153385 958331 2012 4 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On efficient estimation of densities for sums of squared observations
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
On efficient estimation of densities for sums of squared observations
چکیده انگلیسی
Densities of functions of independent and identically distributed random observations can be estimated by using a local U-statistic. Under an appropriate integrability condition, this estimator behaves asymptotically like an empirical estimator. In particular, it converges at the parametric rate. The integrability condition is rather restrictive. It fails for the sum of powers of two observations when the exponent is at least 2. We have shown elsewhere that for the exponent equal to 2 the rate of convergence slows down by a logarithmic factor in the support of the squared observation. Here we show that the estimator is efficient in the sense of Hájek and Le Cam. In particular, the convergence rate is optimal.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 82, Issue 9, September 2012, Pages 1637-1640
نویسندگان
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