Some inequalities for strong mixing random variables with applications to density estimation
DOI10.1016/J.SPL.2010.10.004zbMATH Open1233.62077OpenAlexW2014471165MaRDI QIDQ625009FDOQ625009
Authors: Yongming Li, Shanchao Yang, Chengdong Wei 
Publication date: 11 February 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.10.004
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Characteristic functions; other transforms (60E10) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15)
Cites Work
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- Nonparametric estimation of density derivatives of dependent data
- Stochastic volatility models as hidden Markov models and statistical applications
- Estimation of the survival function for stationary associated processes
- Kernel estimates under association: Strong uniform consistency
- Moment inequalities for mixing sequences of random variables
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- Asymptotic properties of Kaplan-Meier estimator for censored dependent data
- Kernel density estimator for strong mixing processes
- An Esseen-type inequality for probability density functions, with an application
- Another Esseen-type inequality for multivariate probability density functions
- Asymptotic normality of a smooth estimate of a random field distribution function under association
- Esseen’s Inequality for Multi-Dimensional Distribution Functions
Cited In (9)
- On the maximal inequalities for partial sums of strong mixing random variables with applications
- Covariance inequalities for strongly mixing processes
- The size of the averages of strongly mixing random variables
- Title not available (Why is that?)
- Title not available (Why is that?)
- An Esseen-type inequality for probability density functions, with an application
- On normal approximation of discounted and strongly mixing random variables
- Title not available (Why is that?)
- Some improved results on Berry–Esséen bounds for strong mixing random variables and applications
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