Universal Consistency of Delta Estimators

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

Universal Consistency of Delta Estimators

Autor(es): Delgado, Miguel A.; Vidal-Sanz, Jose M.

Editorial: The Institute of Statistical Mathematics

Fecha de edición: 2004

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

ISSN: 1572-9052

DOI: 10.1007/BF02506490

Revisado: PeerReviewed

Versión del editor: http://dx.doi.org/10.1007/BF02506490

Palabras clave: Nonparametric density estimation , delta estimators , universal consistency

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

Resumen:

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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