Some inequalities for strong mixing random variables with applications to density estimation

DOI10.1016/J.SPL.2010.10.004MaRDI QIDQ625009zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

kernel estimatestrong mixing processesEsseen-type inequality

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15)

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Cites work

• scientific article; zbMATH DE number 3176450 (Why is no real title available?)
• scientific article; zbMATH DE number 3321763 (Why is no real title available?)
• 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
• Asymptotic properties of Kaplan-Meier estimator for censored dependent data
• Esseen’s Inequality for Multi-Dimensional Distribution Functions
• Estimation of the survival function for stationary associated processes
• Kernel density estimator for strong mixing processes
• Kernel estimates under association: Strong uniform consistency
• Moment inequalities for mixing sequences of random variables
• Nonparametric estimation of density derivatives of dependent data
• Stochastic volatility models as hidden Markov models and statistical applications

Cited in

(9)

• An Esseen-type inequality for probability density functions, with an application
• scientific article; zbMATH DE number 2108642 (Why is no real title available?)
• Some improved results on Berry–Esséen bounds for strong mixing random variables and applications
• On the maximal inequalities for partial sums of strong mixing random variables with applications
• scientific article; zbMATH DE number 5218684 (Why is no real title available?)
• Covariance inequalities for strongly mixing processes
• On normal approximation of discounted and strongly mixing random variables
• scientific article; zbMATH DE number 4078342 (Why is no real title available?)
• The size of the averages of strongly mixing random variables

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