The Recursive Kernel Distribution Function Estimator Based on Negatively and Positively Associated Sequences

DOI10.1080/03610920903427750MaRDI QIDQ3064095zbMATH OpenOpenAlexFDO

Authors Yongming Li, Chengdong Wei, Shanchao Yang

Publication date 20 December 2010

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920903427750

zbMATH Keywords

asymptotic normalityasymptotic biasrecursive kernel estimatequadratic-mean consistencynegatively (positively) associated random variables

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

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Cites work

• ASYMPTOTIC NORMALITY OF WAVELET ESTIMATOR OF REGRESSION FUNCTION UNDER NA ASSUMPTIONS
• Association of Random Variables, with Applications
• Asymptotic normality of a smooth estimate of a random field distribution function under association
• Asymptotic normality of random fields of positively or negatively associated processes
• Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
• Berry-esseen bounds for smooth estimator of a distribution function under association
• Negative association of random variables, with applications
• Recursive probability density estimation for weakly dependent stationary processes
• Strong consistency and rates for recursive probability density estimators of stationary processes
• Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples.

Cited in

(9)

• Weighted probability density estimator with updated bandwidths
• Asymptotic normality of recursive density estimates under some dependence assumptions
• On the kernel estimation of a multivariate distribution function under positive dependence
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• Recursive density estimation of NA samples
• Tightness criterion and weak convergence for the generalized empirical process in \(D[0, 1]\)
• The rate of complete consistency for recursive probability density estimator under strong mixing samples
• Complete consistency for recursive probability density estimator of widely orthant dependent samples

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