Density estimation for nonisotropic random fields (Q1125544)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Density estimation for nonisotropic random fields |
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Density estimation for nonisotropic random fields (English)
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30 January 2001
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A PDF \(f\) of a random variable \(X\) is estimated by observations of a strictly stationary random field \(X_{ij}\) which satisfies \(\alpha\)-mixing conditions with different (power) decay rates on \(i\) and \(j\). The usual kernel estimator is used. The pointwise asymptotic normality of the estimator is demonstrated for appropriate choice of bandwidth.
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kernel probability density estimation
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asymptotic normality
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random fields
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bandwidth selection
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