Confidence intervals for probability density functions under strong mixing samples

DOI10.1080/10485252.2015.1037303zbMath1328.62212OpenAlexW2108277359MaRDI QIDQ5256284

Qing-Zhu Lei, Yong Song Qin

Publication date: 22 June 2015

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2015.1037303

zbMATH Keywords

probability density functionconfidence intervalempirical likelihood\(\alpha\)-mixing

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Cites Work

• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood for probability density functions under negatively associated samples
• Empirical likelihood ratio confidence regions
• Some mixing properties of time series models
• Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
• Asymptotic normality of the kernel estimate of a probability density function under association
• A note on empirical processes of strong-mixing sequences
• Methodology and Algorithms of Empirical Likelihood
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Some Limit Theorems for Random Functions. I
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood confidence intervals for nonparametric density estimation
• Conditions for linear processes to be strong-mixing
• Strong mixing properties of linear stochastic processes
• Stochastic volatility models as hidden Markov models and statistical applications
• Asymptotic normality of kernel density estimators under dependence

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