Average Derivative Estimation from Biased Data

Christophe Chesneau (1) , Maher Kachour (2) , Fabien Navarro (3)

1 LMNO - Laboratoire de Mathématiques Nicolas Oresme
2 IDRAC Business school Lyon - Institut pour le Développement et la Recherche d'Action Commerciale
3 LMJL - Laboratoire de Mathématiques Jean Leray

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]

Christophe Chesneau, Maher Kachour, Fabien Navarro. Average Derivative Estimation from Biased Data. ISRN Probability and Statistics, 2014, 2014, pp.864530. ⟨10.1155/2014/864530⟩. ⟨hal-01532972⟩