Kernel estimators of mode under \(\psi\)-weak dependence
From MaRDI portal
Publication:263257
DOI10.1007/s10463-014-0489-2zbMath1440.62121MaRDI QIDQ263257
Publication date: 4 April 2016
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-014-0489-2
62P20: Applications of statistics to economics
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
Related Items
Kernel conditional density and mode estimation for psi-weakly dependent observations, Consistency of the frequency polygon estimators of density mode for strongly mixing processes, Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence, On the consistency of mode estimate for spatially dependent data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence
- On general consistency in deconvolution mode estimation
- Weak dependence, models and some applications
- A note on the convergence rate of the kernel density estimator of the mode
- An exponential inequality under weak dependence
- Convergence rates in the law of large numbers and in density estimation for associated random variables
- Probability and moment inequalities for sums of weakly dependent random variables, with applications
- Nonparametric regression estimation under mixing conditions
- Strong convergence rate of estimators of change point and its application
- Estimating some characteristics of the conditional distribution in nonparametric functional models
- On optimal estimation of a non-smooth mode in a nonparametric regression model with \(\alpha \)-mixing errors
- Nonparameteric estimation in mixing sequences of random variables
- On weak convergence and optimality of kernel density estimates of the mode
- Optimum kernel estimators
- Nonparametric curve estimation from time series
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
- Nonparametric estimation of density derivatives of dependent data
- A new weak dependence condition and applications to moment inequalities
- Coupling for \(\tau\)-dependent sequences and applications
- Weak dependence beyond mixing and asymptotics for nonparametric regression
- Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions
- A note on density mode estimation
- A triangular central limit theorem under a new weak dependence condition
- A study on moment inequalities under a weak dependence
- Moderate deviations for the kernel mode estimator and some applications
- Weak dependence. With examples and applications.
- Functional Estimation of a Density Under a New Weak Dependence Condition
- Non-parametric estimation of the conditional mode
- The asymptotic distributions of kernel estimators of the mode
- On the asymptotic normality of the kernel estimators of the density function and its derivatives under censoring
- On kernel density derivative estimation
- Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis
- A Note on Exponential Inequalities of ψ-Weakly Dependent Sequences
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
- On Estimation of a Probability Density Function and Mode