On the rates of asymptotic normality for recursive kernel density estimators under ϕ-mixing assumptions

DOI10.1080/10485252.2019.1566542MaRDI QIDQ5742400zbMATH OpenOpenAlexFDO

Authors Mengmei Xi, Xuejun Wang

Publication date 14 May 2019

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2019.1566542

zbMATH Keywords

asymptotic normalityBerry-Esseen boundsdensity functionrecursive kernel estimator

Mathematics Subject Classification ID

Strong limit theorems (60F15) Asymptotic distribution theory in statistics (62E20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

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Cited in

(14)

• On the rates of asymptotic normality for Bernstein polynomial estimators in a triangular array
• Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data
• Asymptotic normality of recursive estimators under strong mixing conditions
• Berry-Esseen bounds of recursive kernel estimator of density under strong mixing assumptions
• scientific article; zbMATH DE number 3907581 (Why is no real title available?)
• scientific article; zbMATH DE number 1255966 (Why is no real title available?)
• Rates of convergence and asymptotic normality of kernel estimators for ergodic diffusion processes
• The consistency and convergence rate for the nearest neighbor density estimator based on φ-mixing random samples
• A note on the asymptotic properties of the estimators in a semiparametric regression model
• On Berry-Esséen bound of frequency polygon estimation under -mixing samples
• Asymptotic normality of kernel density estimation for mixing high-frequency data
• Berry-Esseen bounds of asymptotic normality of kernel density estimator for long-span high-frequency data with α -mixing
• Asymptotic properties of recursive kernel density estimation for long-span high-frequency data
• Asymptotic properties of the recursive kernel density estimate for extended negatively dependent samples

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