Improvement on Some Known Nonparametric Uniformly Consistent Estimators of Derivatives of a Density
Open Access
- 1 March 1977
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 5 (2) , 394-399
- https://doi.org/10.1214/aos/1176343805
Abstract
Based on a random sample from a univariate distribution with density $f$, this note exhibits a class of kernel estimators of the $p$th order derivative $f^{(p)}$ of $f, p \geqq 0$ fixed. These estimators improve some known estimators of $f^{(p)}$ by weakening the conditions, sharpening the rates of convergence, or both for the properties of strong consistency, asymptotic unbiasedness and mean square consistency, each uniform on the real line.