Recursive kernel estimation of the density under -weak dependence

DOI10.1016/J.JKSS.2013.12.003zbMATH Open1306.62097OpenAlexW2075650958MaRDI QIDQ397233FDOQ397233

Z. Mohdeb, Kenza Assia Mezhoud, 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

Recommendations

• Recursive density estimation under dependence
• Recursive kernel density estimators under a weak dependence condition
• Recursive probability density estimation for weakly dependent stationary processes
• scientific article; zbMATH DE number 3940431
• Kernel density estimation under dependence

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)

Cites Work

• Nonlinear system theory: Another look at dependence
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Weak dependence. With examples and applications.
• A new weak dependence condition and applications to moment inequalities
• Functional estimation of a density under a new weak dependence condition
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Probability and moment inequalities for sums of weakly dependent random variables, with applications
• Recursive probability density estimation for weakly dependent stationary processes
• Asymptotic normality of recursive density estimates under some dependence assumptions
• Remarks on some recursive estimators of a probability density
• Recursive local polynomial regression under dependence conditions
• Convergence rates for density estimators of weakly dependent time series
• Recursive density estimation under dependence
• Recursive Estimates of Probability Densities
• Title not available (Why is that?)
• A functional limit theorem for \(\eta \)-weakly dependent processes and its applications

Cited In (13)

• Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator
• 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
• Iterative kernel density estimation from noisy-dependent observations
• The Recursive Kernel Distribution Function Estimator Based on Negatively and Positively Associated Sequences
• 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
• Recursive density estimation under dependence

This page was built for publication: Recursive kernel estimation of the density under \(\eta\)-weak dependence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q397233)