On Consistency of a Kernel Estimate of a Density Function

DOI10.1177/0008068319840103MaRDI QIDQ3347108zbMATH OpenOpenAlexFDO

Authors

Publication date 1984

Published in Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/0008068319840103

zbMATH Keywords

density estimationdependent random variablesDoeblin's conditionkernel estimatormartingale difference sequencemultivariate casephi-mixing sequencestationary Markov sequencestationary strong mixing sequencestrong consistency

Mathematics Subject Classification ID

(L^p)-limit theorems (60F25) Nonparametric estimation (62G05)

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• A note on the \(L_ 1\) consistency of variable kernel estimates
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• On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate
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• On the limit distribution of the squared deviation of a generalized estimator like a kernel of the distribution density
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• Consistency of kernel-type density estimators in the case of m-dependent samples
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• Properties of uniform consistency of the kernel estimators of density and regression functions under dependence assumptions
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• Consistency of the beta kernel density function estimator
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• Kernel estimation when density may not exist: a corrigendum
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• An Esseen-type inequality for probability density functions, with an application
• Kernel density estimation: The general case
• Pointwise universal consistency of nonparametric density estimators
• A note on the universal consistency of the kernel distribution function estimator

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