Please use this identifier to cite or link to this item:
https://hdl.handle.net/20.500.14279/1141
Title: | On the estimation of the derivatives of a function with the derivatives of an estimate |
Authors: | Yatracos, Yannis G. |
Major Field of Science: | Social Sciences |
Field Category: | Media and Communications |
Keywords: | Convergence;Estimation |
Issue Date: | Jan-1989 |
Source: | Journal of Multivariate Analysis, 1989, vol. 28, no. 1. pp.172-175 |
Volume: | 28 |
Issue: | 1 |
Start page: | 172 |
End page: | 175 |
Journal: | Journal of Multivariate Analysis |
Abstract: | Let θ̂n(x) be an estimator of a smooth function θ(x). It is proved that θ(x) can be estimated easier than its derivative θ(s)(x), providing for |θ̂n (s) - θ(s)|q an upper bound that depends on |θ̂n - θ|q. The same bound can be used as a tool to derive automatically rates of convergence when we are estimating derivatives of densities or regression functions. |
URI: | https://hdl.handle.net/20.500.14279/1141 |
ISSN: | 0047259X |
DOI: | 10.1016/0047-259X(89)90102-4 |
Rights: | © Elsevier |
Type: | Article |
Affiliation : | Columbia University |
Publication Type: | Peer Reviewed |
Appears in Collections: | Άρθρα/Articles |
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