Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence

DOI10.1080/02331889808802636MaRDI QIDQ3842735zbMATH OpenOpenAlexFDO

Authors Eckhard Liebscher

Publication date 9 February 1999

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889808802636

zbMATH Keywords

Hermite series density estimatorsmean integrated square errormean square errormixing conditionsstrong convergence

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• Asymptotic efficiency of classifying procedures using the Hermite series estimate of multivariate probability densities (Corresp.)
• Convergence of stochastic processes
• Cross-validation and the smoothing of orthogonal series density estimators
• Density estimation for non–stationary markov processes
• Estimation of Probability Density by an Orthogonal Series
• Hermite series estimates of a probability density and its derivatives
• Hermite series estimators for probability densities
• scientific article; zbMATH DE number 3137533 (Why is no real title available?)
• scientific article; zbMATH DE number 3146146 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Mixing properties of harris chains and autoregressive processes
• Mixing: Properties and examples
• Optimal convergence properties of variable knot, kernel, and orthogonal series methods for density estimation
• Orthogonal series estimators and cross-validation
• Probability density estimation from sampled data
• Properties of Hermite series estimation of probability density
• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
• Strong convergence of sums of \(\varphi\)-mixing random variables
• The functional law of the iterated logarithm for stationary strongly mixing sequences
• The Invariance Principle for Stationary Processes

Cited in

(4)

• Asymptotic normality of nonparametric estimators under -mixing condition
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• scientific article; zbMATH DE number 4066143 (Why is no real title available?)
• scientific article; zbMATH DE number 3992659 (Why is no real title available?)

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