This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Estimators of integrals of powers of density derivatives

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Rodney C Wolff
Peter Hall (School of Economics and Finance, Queensland University of Technology)
Abstract

Simple kernel-type estimators of integrals of general powers of general derivatives of probability densities are proposed. They are based on two simple properties, and in many circumstances enjoy optimal convergence rate.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://eprints.qut.edu.au/archive/00005942/01/5942.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by School of Economics and Finance, Queensland University of Technology in its series Rodney Wolff Papers with number 2006-14.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: 15 Jun 2006
Date of revision:
Handle: RePEc:qut:rwolff:2006-14

Contact details of provider:
Postal: GPO Box 2434, BRISBANE QLD 4001
Email:
Web page: http://www.bus.qut.edu.au/faculty/schools/economics/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (School of Economics).

Related research
Keywords: Kernel estimators; nonparametric density estimation; wavelets;

This paper has been announced in the following NEP Reports:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Hall, Peter & Marron, J. S., 1987. "Estimation of integrated squared density derivatives," Statistics & Probability Letters, Elsevier, vol. 6(2), pages 109-115, November. [Downloadable!] (restricted)
Full references

Statistics
Access and download statistics

Did you know? Use the JEL tree to browse through the database by subfields.

This page was last updated on 2009-11-27.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.