Uniform strong consistency of kernel density estimators under dependence

被引：9

作者：

Kim, TY

Cox, DD

机构：

[1] KEIMYUNG UNIV, DEPT STAT, TAEGU 704701, SOUTH KOREA

[2] RICE UNIV, DEPT STAT, HOUSTON, TX 77251 USA

来源：

STATISTICS & PROBABILITY LETTERS | 1996年 / 26卷 / 02期

关键词：

uniform consistency; kernel density estimation; convergence rates;

D O I：

10.1016/0167-7152(95)00008-9

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this note it is shown that the kernel density estimators converge a.s. uniformly on compact subsets of the variable under alpha-mixing. In particular, the rates of convergence for the estimators will be investigated to analyze dependency effects.

引用

页码：179 / 185

页数：7

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