Convergence rates & asymptotic normality for series estimators

In that context, the infinitesimal perturbation analysis (IPA) and likelihood ratio (LR) (also called score function (SF)) estimators converge at the canonical rate of n -lt2,

We also remark that, for the asymptotic normality to hold, the necessary number of noisy model evaluations is asymptotically comparable to the Monte-Carlo sample size (while, in

We also remark that, for the asymptotic normality to hold, the necessary num- ber of noisy model evaluations is asymptotically comparable to the Monte-Carlo sample size (while, in

Key words and phrases: Nonparametric regression estimation, asymptotic nor- mality, kernel estimator, strongly mixing random field.. Short title: Asymptotic normality of

Lai and Siegmund (1983) for a first order non-explosive autoregressive process (1.5) proposed to use a sequential sampling scheme and proved that the sequential least squares

Key words and phrases: Central limit theorem, spatial processes, random fields, nonparametric density estimation, frequency polygon, histogram, mixing.. 1 Introduction

We prove the asymptotic normality of nonparametric estimator of pair- wise interaction function for a stationary pairwise interaction point process characterized by the

For a review and a large list of references, we refer the reader to Ba´ıllo, Cuevas, and Jus- tel (2000), Biau, Cadre, and Pelletier (2008) and Mason and Polonik (2009).. Devroye