Note on the uniform convergence of density estimates for mixing random variables
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For a stationary sequence \((X_ n\), \(n\geq 0)\) of random variables the authors prove almost sure convergence results for the (usual) density estimators \(\hat f_ n(x)=n^{-1}h_ n^{-t}\sum^{n}_{j=1}K((x- X_ j)h_ n^{-1})\) under various assumptions on \(h_ n\), t and K and under different mixing assumptions on the \(X_ i's\). An application to Markov processes is also included.
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- Effect of dependence on stochastic measures of accuracy of density estimators
- On bandwidth choice for density estimation with dependent data
- On histograms for linear processes
- Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes
- Local linear spatial regression
- Properties of convergence of a fuzzy set estimator of the density function
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- Almost sure convergence analysis of mixed time averages and kth-order cyclic statistics
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- Adaptive estimation in partially linear autoregressive models
- OnL1-consistency of kernel-type density estimator for stationary markov processes
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- Note on the uniform convergence of density estimates for mixing random variables
- Kernel density estimation for linear processes
- Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence
- Recursive kernel density estimators under a weak dependence condition
- Kernel density estimation on random fields
- Nonparametric estimation of conditional expectation
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