Average Derivative Estimation from Biased Data
Résumé
We investigate the estimation of the density-weighted average derivative from biased data. An estimator integrating a plug-in approach and wavelet projections is constructed. We prove that it attains the parametric rate of convergence 1/n under the mean squared error.
Domaines
Statistiques [math.ST]| Origine | Fichiers éditeurs autorisés sur une archive ouverte |
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