UNBIASED NONPARAMETRIC-ESTIMATION OF THE DERIVATIVE OF THE MEAN

被引:8
|
作者
RYCHLIK, T
机构
[1] Institute of Mathematics, Polish Academy of Sciences, Sopot
关键词
derivative; Kiefer-Wolfowitz procedure; nonparametric regression; nonstationary random process; Unbiased estimation;
D O I
10.1016/0167-7152(90)90051-8
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The problems of existence of unbiased nonparametric estimators of the locally Lipschitz derivative for a regression function at a point under nonrandom design, and for a mean function of a random process are positively resolved. The proof is constructive. © 1990.
引用
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页码:329 / 333
页数:5
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