Universal consistency of delta estimators
AbstractThis paper considers delta estimators of the Radon-Nikodym derivative of a probability function with respect to a Ï-finite measure. We provide sufficient conditions for universal consistency, which are checked for some wide classes of nonparametric estimators.
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 56 (2004)
Issue (Month): 4 (December)
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Web page: http://www.springerlink.com/link.asp?id=102845
Other versions of this item:
- Delgado, Miguel A. & Vidal-Sanz, Jose M., . "Universal Consistency of Delta Estimators," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/2490, Universidad Carlos III de Madrid.
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- Hong, Dug Hun & Cabrera, Manuel Ordóñez & Sung, Soo Hak & Volodin, Andrei I., 2000. "On the weak law for randomly indexed partial sums for arrays of random elements in martingale type p Banach spaces," Statistics & Probability Letters, Elsevier, vol. 46(2), pages 177-185, January.
- Jose M. Vidal-Sanz, 2004. "Pointwise Universal Consistency Of Nonparametric Linear Estimators," Business Economics Working Papers wb045821, Universidad Carlos III, Departamento de Economía de la Empresa.
- Vidal-Sanz, Jose M., 2005. "Pointwise universal consistency of nonparametric density estimators," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/7248, Universidad Carlos III de Madrid.
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