Bernstein inequalities and inverse moments for mixing sequences

MaRDI QIDQ4928076zbMATHFDO

Authors Shuhe Hu, Xiaoqin Li, Wenzhi Yang, Xuejun Wang

Publication date 20 June 2013

zbMATH Keywords

asymptotic approximationcomplete convergenceinverse moment\(\psi\)-mixing\(\varphi\)-mixing

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15)

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(3)

• Uniform strong consistency of histogram density estimation for φ -mixing samples
• Bernstein-type inequality for weakly dependent sequence and its applications
• Statistical inference for a heteroscedastic regression model with φ-mixing errors

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