Publication:
Universal Consistency of Delta Estimators

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2004
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The Institute of Statistical Mathematics
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Abstract
This paper considers delta estimators of the Radon-Nikodym derivative of a probability function with respect to a σ-finite measure. We provide sufficient conditions for universal consistency, which are checked for some wide classes of nonparametric estimators.
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Nonparametric density estimation, delta estimators, universal consistency
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Annals of the Mathematical Statistical Institute. 2004, vol. 56, nº. 4, p. 791-818