Oscillations and moduli of continuity of kernel density estimators under dependence

DOI10.1216/RMJ-2015-45-5-1659MaRDI QIDQ908266zbMATH OpenFDO

Authors Xiaoyong Xiao, Hongwei Yin

Publication date 4 February 2016

Published in Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.rmjm/1453817260

zbMATH Keywords

almost sure convergencekernel density estimatorsmoduli of continuityoscillationspredictive dependence measure

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stationary stochastic processes (60G10) Martingales with discrete parameter (60G42) Density estimation (62G07)

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Cites work

• A comment on a conjecture of N. Wiener
• A law of the logarithm for kernel density estimators
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• scientific article; zbMATH DE number 194951 (Why is no real title available?)
• Kernel estimation for time series: an asymptotic theory
• Limit theorems for iterated random functions
• Nonlinear system theory: Another look at dependence
• On some global measures of the deviations of density function estimates
• On tail probabilities for martingales
• Oscillations of empirical distribution functions under dependence
• Remarks on Some Nonparametric Estimates of a Density Function
• Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
• Strong limit theorems for oscillation moduli of the uniform empirical process
• The oscillation behavior of empirical processes
• Weakly dependent chains with infinite memory

Cited in

(1)

• Oscillations of empirical distribution functions under dependence

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