Moment bounds for mixing random variables useful in nonparametric function estimation

DOI10.1016/0304-4149(94)00063-YzbMath0817.62027MaRDI QIDQ1890730

Dennis D. Cox, Tae Yoon Kim

Publication date: 23 May 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

kernel estimationtriangular arrayscombinatorial methodsmoment boundsdependent observationseven momentssums of strong mixing random variables

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05)

Related Items (14)

On convergence rates for quadratic errors in kernel hazard estimation ⋮ Moment bounds for mixing random variables useful in nonparametric function estimation ⋮ k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA ⋮ Asymptotically optimal bandwidth selection rules for the kernel density estimator with dependent observations ⋮ Uniform strong consistency of kernel density estimators under dependence ⋮ Some conditional results for conditionally strong mixing sequences of random variables ⋮ BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES ⋮ Central limit theorem by moments ⋮ Moment inequalities for spatial processes ⋮ Kernel density estimator for strong mixing processes ⋮ A central limit theorem for a random quadratic form of strictly stationary processes ⋮ Semiparametric regression under long-range dependent errors. ⋮ Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples ⋮ Model specification tests in nonparametric stochastic regression models

Cites Work

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• Density estimation in the \(L^ \infty\) norm for dependent data with applications to the Gibbs sampler
• Nonparametric regression estimation under mixing conditions
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• Nonparametric curve estimation from time series
• Nonparametric function estimation involving time series
• A note on moment bounds for strong mixing sequences
• Moment bounds for mixing random variables useful in nonparametric function estimation
• Moment inequalities for mixing sequences of random variables
• Moment bounds for stationary mixing sequences
• Moment bounds for non-stationary dependent sequences

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