scientific article; zbMATH DE number 3637128

MaRDI QIDQ4197196zbMATH OpenFDO

Authors Ludger Rüschendorf

Publication date 1977

zbMATH Keywords

Chernoff-EstimatorConsistency of EstimatorsErgodic Markov ChainIndependence CaseKernel EstimatorsMixing ConditionMultivariate Density FunctionsTransition DensityTransition Distribution

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12) Markov processes: estimation; hidden Markov models (62M05)

Cited in

(14)

• L_p-consistency of multivariate density estimates
• Nonparameteric estimation in mixing sequences of random variables
• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
• Minimum volume peeling: a robust nonparametric estimator of the multivariate mode
• Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions
• Canonical correlation analysis based on information theory
• Time series central subspace with covariates and its application to forecasting pine sawtimber stumpage prices in the Southern United States
• Robust multivariate association and dimension reduction using density divergences
• The law of the iterated logarithm for the multivariate kernel mode estimator
• Consistency of kernel density estimators for causal processes
• Note on the uniform convergence of density estimates for mixing random variables
• On general consistency in deconvolution mode estimation
• Joint behaviour of semirecursive kernel estimators of the location and of the size of the mode of a probability density function
• Robust recovery of the central subspace for regression using the influence function of the Rényi divergence

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