Kernel density estimation from ergodic sample is not universally consistent

DOI10.1016/0167-9473(92)90059-OzbMath0937.62580OpenAlexW1978089076MaRDI QIDQ2563616

Gábor Lugosi, László Györfi

Publication date: 31 August 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(92)90059-o

zbMATH Keywords

optimizationdensity estimationkernel estimateergodic observationrotation process

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (8)

Nonparametric inference for ergodic, stationary time series ⋮ Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis ⋮ A robust nonparametric estimation of the autoregression function under an ergodic hypothesis ⋮ Unnamed Item ⋮ Limits to classification and regression estimation from ergodic processes ⋮ Design adaptive nearest neighbor regression estimation ⋮ Nearest neighbor classification with dependent training sequences. ⋮ On density estimation from ergodic processes

Cites Work

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• Convergence rates in density estimation for data from infinite-order moving average processes
• Nonparametric curve estimation from time series
• The L/sub 1/ and L/sub 2/ strong consistency of recursive kernel density estimation from dependent samples

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