Multivariate probability density estimation for associated processes: Strong consistency and rates.

DOI10.1016/S0167-7152(02)00105-0MaRDI QIDQ1871223zbMATH OpenOpenAlexFDO

Authors Elias Masry

Publication date 7 May 2003

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

Full work available at URL https://doi.org/10.1016/s0167-7152(02)00105-0

zbMATH Keywords

strong convergenceAssociated processesMultivariate probability density estimationRates of

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Non-Markovian processes: estimation (62M09)

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Cites work

• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
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• Association of Random Variables, with Applications
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• Berry-esseen bounds for smooth estimator of a distribution function under association
• Curve estimation in random fields of associated processes
• Kaplan-Meier estimator under association
• Kernel estimates under association: Strong uniform consistency
• Multivariate regression estimation: Local polynomial fitting for time series
• Negative association of random variables, with applications
• Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates
• Normal fluctuations and the FKG inequalities
• Recursive density estimation under dependence
• Smooth estimate of quantiles under association
• Some applications of the asymptotic distribution of likelihood functions to the asymptotic efficiency of estimates
• The L/sub 1/ and L/sub 2/ strong consistency of recursive kernel density estimation from dependent samples
• Weak convergence for weighted empirical processes of dependent sequences

Cited in

(10)

• Exponential rates for kernel density estimation under association
• scientific article; zbMATH DE number 4030581 (Why is no real title available?)
• Deconvolving multivariate kernel density estimates from contaminated associated observations
• Convergence rates in the law of large numbers and in density estimation for associated random variables
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
• Kernel-type density and failure rate estimation for associated sequences
• Kernel density estimation under negative superadditive dependence and its application for real data
• scientific article; zbMATH DE number 7644911 (Why is no real title available?)
• Asymptotic Results for an M-Estimator of the Regression Function for Quasi-Associated Processes
• Strong convergence rates for the estimation of a covariance operator for associated samples

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