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Estimation of quadratic functionals of a density

Author

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  • Martinez, Harú V.
  • Olivares, María M.

Abstract

In this paper we construct estimators of certain nonlinear functionals of the mth derivative of a probability density function, based on the empirical characteristic function. Using empirical processes techniques we give a CLT for these estimators.

Suggested Citation

  • Martinez, Harú V. & Olivares, María M., 1999. "Estimation of quadratic functionals of a density," Statistics & Probability Letters, Elsevier, vol. 42(4), pages 327-332, May.
    • Handle: RePEc:eee:stapro:v:42:y:1999:i:4:p:327-332
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    References listed on IDEAS

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    1. Adolfo Quiroz & Miguel Nakamura & Francisco Pérez, 1996. "Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(4), pages 687-709, December.
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    Cited by:

    1. Tiee-Jian Wu & Chih-Yuan Hsu & Huang-Yu Chen & Hui-Chun Yu, 2014. "Root $$n$$ n estimates of vectors of integrated density partial derivative functionals," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(5), pages 865-895, October.

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