scientific article; zbMATH DE number 3637128
From MaRDI portal
Publication:4197196
zbMath0409.62041MaRDI QIDQ4197196
Publication date: 1977
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mixing ConditionErgodic Markov ChainKernel EstimatorsConsistency of EstimatorsMultivariate Density FunctionsTransition DensityChernoff-EstimatorIndependence CaseTransition Distribution
Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Discrete-time Markov processes on general state spaces (60J05)
Related Items (13)
Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions ⋮ Time series central subspace with covariates and its application to forecasting pine sawtimber stumpage prices in the Southern United States ⋮ Canonical correlation analysis based on information theory ⋮ Nonparameteric estimation in mixing sequences of random variables ⋮ Minimum volume peeling: a robust nonparametric estimator of the multivariate mode ⋮ Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation ⋮ On general consistency in deconvolution mode estimation ⋮ Robust multivariate association and dimension reduction using density divergences ⋮ Joint behaviour of semirecursive kernel estimators of the location and of the size of the mode of a probability density function ⋮ Consistency of kernel density estimators for causal processes ⋮ Note on the uniform convergence of density estimates for mixing random variables ⋮ The law of the iterated logarithm for the multivariate kernel mode estimator ⋮ \(L_p\)-consistency of multivariate density estimates
This page was built for publication: