Empirical distribution function for mixing random variables. application in nonparametric hazard estimation

DOI10.1080/02331888908802207MaRDI QIDQ4206236zbMATH OpenOpenAlexFDO

Authors Pascal Sarda, Philippe Vieu

Publication date 1989

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888908802207

zbMATH Keywords

compact set of density kernel estimatesconsistencydensity estimationdependence structureempirical distribution functiongeneralization of Glivenko-Cantelli theoremhazard functionhazard kernel estimatesmultivariate random variablephi-mixinguniform rate of convergence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05)

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Cites work

• A comparison of cross-validation techniques in density estimation
• A functional law of the iterated logarithm for empirical distribution functions of weakly dependent random variables
• An almost sure invariance principle for the empirical distribution function of mixing random variables
• Estimation of Jumps, Reliability and Hazard Rate
• Estimation of the failure rate-a survey of nonparametric methods Part I: Non-Bayesian Methods
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Nonparametric prediction of a Hilbert space valued random variable
• On Estimation of a Probability Density Function and Mode
• On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
• Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations

Cited in

(11)

• Confidence intervals of the hazard rate function for discrete distributions using mixtures
• Quadratic errors for nonparametric estimates under dependence
• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
• Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples
• Bandwidth choice for nonparametric hazard rate estimation
• Nonparametric estimation for the hazard function
• Asymptotic baseline of the hazard rate function of mixtures
• Density estimation for Markov chains
• Consistency of kernel density estimators for causal processes
• Nonparametric estimation of the hazard function under dependence conditions
• Smoothing parameter selection in hazard estimation

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