Recursive kernel estimation of the density under -weak dependence

DOI10.1016/J.JKSS.2013.12.003MaRDI QIDQ397233zbMATH OpenOpenAlexFDO

Authors Kenza Assia Mezhoud, Z. Mohdeb, Sana Louhichi

Publication date 11 August 2014

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2013.12.003

zbMATH Keywords

asymptotic normality\(\alpha\)-mixingmean squared error\(\eta\)-weak dependencerecursive kernel density estimator

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3406971 (Why is no real title available?)
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• Recursive Estimates of Probability Densities
• Recursive density estimation under dependence
• Recursive local polynomial regression under dependence conditions
• Recursive probability density estimation for weakly dependent stationary processes
• Remarks on some recursive estimators of a probability density
• Weak dependence. With examples and applications.

Cited in

(17)

• Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator
• Asymptotic properties of recursive kernel density estimation for long-span high-frequency data
• Recursive generalized gamma kernel density estimation for nonnegative dependent data
• On a class of recursive estimators for spatially dependent observations
• Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data
• Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence
• Recursive kernel density estimators under a weak dependence condition
• The Recursive Kernel Distribution Function Estimator Based on Negatively and Positively Associated Sequences
• Iterative kernel density estimation from noisy-dependent observations
• Recursive estimation of quantitles using recursive kernel density estimators
• Nonparametric recursive regression estimation on Riemannian manifolds
• Almost sure convergence of recursive kernel estimatiors of the density and the regression under η− weak dependence
• The L/sub 1/ and L/sub 2/ strong consistency of recursive kernel density estimation from dependent samples
• Recursive kernel estimate of the conditional quantile for functional ergodic data
• Asymptotic results for recursive multivariate associated-kernel estimators of the probability density mass function of a data stream
• Recursive density estimation under dependence
• Estimation of the distribution and density functions using Bernstein polynomials under weak dependence

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