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Universal consistency of delta estimators |
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| Authors: | Jose M Vidal-Sanz Miguel A Delgado |
| Institution: | (1) Department of Business Economics, Universidad Carlos III de Madrid, C/Madrid, 126, 28903 Getafe, Madrid, Spain;(2) Department of Economics, Universidad Carlos III de Madrid, C/Madrid, 126, 28903 Getafe, Madrid, Spain |
| Abstract: | This paper considers delta estimators of the Radon-Nikodym derivative of a probability function with respect to a σ-finite measure. We provide sufficient conditions for universal consistency, which are checked for some wide classes of nonparametric estimators. |
| Keywords: | Nonparametric density estimation delta estimators universal consistency |
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