Kernel density estimators for random fields satisfying an interlaced mixing condition
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 4211161 (Why is no real title available?)
- scientific article; zbMATH DE number 3934272 (Why is no real title available?)
- scientific article; zbMATH DE number 3954115 (Why is no real title available?)
- scientific article; zbMATH DE number 3608897 (Why is no real title available?)
- scientific article; zbMATH DE number 868155 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A CLT for the periodograms of a \(p\)-mixing random field
- A Note on the Central Limit Theorems for Dependent Random Variables
- A central limit theorem for stationary \(\rho\)-mixing sequences with infinite variance
- A comparison of Kriging with nonparametric regression methods
- A criterion for a continuous spectral density
- Central limit theorems for Hilbert-space valued random fields satisfying a strong mixing condition
- Geometry of \(\mathbb{Z}^ d\) and the central limit theorem for weakly dependent random fields
- Introduction to strong mixing conditions. Vol. 3.
- Invariance principles for mixing sequences of random variables
- Kernel density estimation on random fields
- Nearest neighbor estimators for random fields
- Nonparameteric estimation in mixing sequences of random variables
- Nonparametric Probability Density Estimation: I. A Summary of Available Methods
- Nonparametric estimation in Markov processes
- On Estimation of a Probability Density Function and Mode
- On Regularity Conditions for Random Fields
- On the convergence of spectral densities of arrays of weakly stationary processes
- On the dependence coefficients associated with three mixing conditions for random fields
- On the spectral density and asymptotic normality of weakly dependent random fields
- Recent Developments in Nonparametric Density Estimation
- Remarks on Some Nonparametric Estimates of a Density Function
- Scattered Data Interpolation: Tests of Some Method
- Strong consistency and rates for recursive probability density estimators of stationary processes
- Three theorems on \(\rho^*\)-mixing random fields
Cited in
(6)- Three theorems on \(\rho^*\)-mixing random fields
- A functional central limit theorem for empirical processes under a strong mixing condition
- Central limit theorems for kernel type density estimators
- Kernel density estimation for stationary random fields
- A central limit theorem for non-stationary strongly mixing random fields
- scientific article; zbMATH DE number 17218 (Why is no real title available?)
This page was built for publication: Kernel density estimators for random fields satisfying an interlaced mixing condition
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q389246)