Uniform strong consistency of kernel density estimators under dependence

DOI10.1016/0167-7152(95)00008-9zbMath0843.62041OpenAlexW2019216147WikidataQ128018363 ScholiaQ128018363MaRDI QIDQ1914301

Tae Yoon Kim, Dennis D. Cox

Publication date: 5 June 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00008-9

zbMATH Keywords

alpha-mixingrates of convergencekernel density estimatorscompact subsetsuniform consistencyalmost sure uniform convergencedependency effects

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (6)

Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence ⋮ Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence ⋮ Kernel regression uniform rate estimation for censored data under \(\alpha\)-mixing condition ⋮ Terminal-Dependent Statistical Inferences for FBSDE ⋮ Kernel density estimator for strong mixing processes ⋮ Terminal-dependent statistical inference for the integral form of FBSDE

Cites Work

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• Density estimation in the \(L^ \infty\) norm for dependent data with applications to the Gibbs sampler
• Nonparameteric estimation in mixing sequences of random variables
• Uniform strong estimation under \(\alpha\)-mixing, with rates
• Moment bounds for mixing random variables useful in nonparametric function estimation
• Nonparametric estimation in Markov processes
• Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences

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