Central limit theorems for the integrated squared error of derivative estimators

A central limit theorem for the weighted integrated squared error of kernel type estimators of the first two derivatives of a nonparametric regression function is proved by using results for martingale differences and U-statistics. The results focus on the setting of the Nadaraya-Watson estimator but can also be transfered to local polynomial estimates.

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Year of publication:	2006
Authors:	Birke, Melanie
Institutions:	Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
Subject:	central limit theorem \| integrated squared error \| kernel estimates \| local polynomial estimate \| Nadaraya-Watson estimate \| nonparametric regression

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Extent:	application/pdf
Series:	Technical Reports.
Type of publication:	Book / Working Paper
Notes:	Number 2006,53
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009216934