Moment bounds for mixing random variables useful in nonparametric function estimation
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Publication:1890730
DOI10.1016/0304-4149(94)00063-YzbMATH Open0817.62027MaRDI QIDQ1890730FDOQ1890730
Authors: Dennis D. Cox, Tae Yoon Kim 
Publication date: 23 May 1995
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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kernel estimationtriangular arrayscombinatorial methodsmoment boundsdependent observationseven momentssums of strong mixing random variables
Cites Work
- Moment bounds for stationary mixing sequences
- Title not available (Why is that?)
- Nonparametric regression estimation under mixing conditions
- Nonparametric curve estimation from time series
- Nonparameteric estimation in mixing sequences of random variables
- Moment bounds for non-stationary dependent sequences
- Title not available (Why is that?)
- Moment bounds for mixing random variables useful in nonparametric function estimation
- Moment inequalities for mixing sequences of random variables
- Nonparametric function estimation involving time series
- Density estimation in the \(L^ \infty\) norm for dependent data with applications to the Gibbs sampler
- Title not available (Why is that?)
- A note on moment bounds for strong mixing sequences
Cited In (21)
- Semiparametric regression under long-range dependent errors.
- Moment bounds for non-stationary dependent sequences
- A central limit theorem for a random quadratic form of strictly stationary processes
- Moment bounds for mixing random variables useful in nonparametric function estimation
- On convergence rates for quadratic errors in kernel hazard estimation
- The mixing advantage for bounded random variables
- Title not available (Why is that?)
- Central limit theorems for conditionally strong mixing and conditionally strictly stationary sequences of random variables
- Title not available (Why is that?)
- Moment Bounds for Strong-Mixing Processes with Applications
- Moment inequalities for spatial processes
- Kernel density estimator for strong mixing processes
- Model specification tests in nonparametric stochastic regression models
- Uniform strong consistency of kernel density estimators under dependence
- Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples
- Asymptotically optimal bandwidth selection rules for the kernel density estimator with dependent observations
- Some conditional results for conditionally strong mixing sequences of random variables
- Bounds for \(r\)th order joint cumulant under \(r\)th order strong mixing
- Central limit theorem by moments
- BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES
- \(k\)-nearest neighbor estimation of inverse-density-weighted expectations with dependent data
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