Universal Consistency of Delta Estimators

Delgado, Miguel A.; Vidal-Sanz, Jose M.

Universal Consistency of Delta Estimators

Author(s): Delgado, Miguel A.; Vidal-Sanz, Jose M.

Publisher: The Institute of Statistical Mathematics

Issued date: 2004

Citation: Annals of the Mathematical Statistical Institute. 2004, vol. 56, nº. 4, p. 791-818

ISSN: 1572-9052

DOI: 10.1007/BF02506490

Review: PeerReviewed

Publisher version: http://dx.doi.org/10.1007/BF02506490

Keywords: Nonparametric density estimation , delta estimators , universal consistency

URI: http://hdl.handle.net/10016/2490

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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