Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations

DOI10.1214/AOS/1024691367zbMATH Open0930.62038OpenAlexW1968066580MaRDI QIDQ1807141FDOQ1807141

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1024691367

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Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Strong limit theorems (60F15)

Cites Work

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An approximation of partial sums of independent RV'-s, and the sample DF. I
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On smoothing and the bootstrap
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Cited In (28)

On bootstrapping \(L_2\)-type statistics in density testing
Estimation of complier expected shortfall treatment effects with a binary instrumental variable
On the existence of strongly consistent indirect estimators when the binding function is compact valued
Multiscale maximum likelihood analysis of a semiparametric model, with applications.
Regression-type inference in nonparametric autoregression
Weak dependence beyond mixing and asymptotics for nonparametric regression
Simultaneous nonparametric inference of time series
Conditional stochastic dominance tests in dynamic settings
Time-varying nonlinear regression models: nonparametric estimation and model selection
Bootstraps for time series
Block bootstrapping for kernel density estimators under {\(\psi\)}-weak dependence
Confidence sets for persistence diagrams
Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors
A review of uncertainty quantification for density estimation
Adaptive drift estimation for nonparametric diffusion model.
Kernel estimation for time series: an asymptotic theory
Kernel estimation of the density of a statistic
Title not available (Why is that?)
Oscillations and moduli of continuity of kernel density estimators under dependence
Confidence regions for level sets
On semiparametric inference for periodically modulated density functions
Properties of the nonparametric autoregressive bootstrap
Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses
Gaussian approximation of suprema of empirical processes
Confidence sets for nonparametric wavelet regression
Non-parametric Poisson regression from independent and weakly dependent observations by model selection
Adaptive density estimation under weak dependence
Confidence bands for multivariate and time dependent inverse regression models

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