Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate
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Publication:808125
DOI10.1016/0378-3758(90)90008-IzbMath0731.62092OpenAlexW2046139910MaRDI QIDQ808125
Publication date: 1990
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(90)90008-i
Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)
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- Some asymptotic properties of an estimate of the survival function under dependence conditions
- Central limit theorems under weak dependence
- On a characterization of the family of distributions with constant multivariate failure rates
- Nonparametric estimation in Markov processes
- Recursive probability density estimation for weakly dependent stationary processes
- Moment inequalities for mixing sequences of random variables
- Bivariate Failure Rate
- On Estimation of a Probability Density Function and Mode
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