The Berry-Esseen bounds for kernel density estimator under dependent sample
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Publication:388069
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- Publication:3473888
Cites work
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- Berry-Esséen bound of sample quantiles for \(\varphi \)-mixing random variables
- Berry-esseen bound for the kaplan-meier estimator
- Berry-esseen bounds for smooth estimator of a distribution function under association
- Exponential rates for kernel density estimation under association
- New dependence coefficients. Examples and applications to statistics
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- Ordenes de convergencia para las aproximaciones normal y bootstrap en estimacion no parametrica de la funcion de densidad
- Recursive probability density estimation for weakly dependent stationary processes
- Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples.
Cited in
(11)- On the rates of asymptotic normality for recursive kernel density estimators under ϕ-mixing assumptions
- On the rates of asymptotic normality for Bernstein polynomial estimators in a triangular array
- Asymptotic normality of error density estimator in stationary and explosive autoregressive models
- On the Berry-Esséen bound of frequency polygons for \(\phi\)-mixing samples
- Berry-Esseen bounds for kernel estimates of stationary processes
- Berry-Esseen bounds of recursive kernel estimator of density under strong mixing assumptions
- A Berry-Esseen type bound for the kernel density estimator based on a weakly dependent and randomly left truncated data
- A Berry-Esseen-type bound for recursive estimators of a density and its derivatives
- A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples
- Uniformly strong consistency and the rates of asymptotic normality for the edge frequency polygons
- On Berry-Esséen bound of frequency polygon estimation under \(\rho\)-mixing samples
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