Confidence intervals for probability density functions under strong mixing samples
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Cites work
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A note on empirical processes of strong-mixing sequences
- Asymptotic normality of kernel density estimators under dependence
- Asymptotic normality of the kernel estimate of a probability density function under association
- Conditions for linear processes to be strong-mixing
- Empirical likelihood confidence intervals for nonparametric density estimation
- Empirical likelihood for probability density functions under negatively associated samples
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
- Methodology and Algorithms of Empirical Likelihood
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Some Limit Theorems for Random Functions. I
- Some mixing properties of time series models
- Stochastic volatility models as hidden Markov models and statistical applications
- Strong mixing properties of linear stochastic processes
Cited in
(11)- Confidence intervals of the hazard rate function for discrete distributions using mixtures
- Empirical likelihood ratio based confidence intervals for mixture proportions
- Finite-sample confidence envelopes for shape-restricted densities
- Confidence sets for the maximizers of intensity functions
- Confidence bounds for the mean in nonparametric multisample problems
- Empirical likelihood for probability density functions under -mixing samples
- Empirical likelihood of the distribution function in the finite point under -mixing samples
- Empirical likelihood confidence intervals for quantiles in the presence of auxiliary information under strong mixing samples
- Adjusted empirical likelihood for probability density functions under strong mixing samples
- Some confidence intervals arising from weak \(l_ p\) spaces
- Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples
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