Density estimation in the L^ norm for dependent data with applications to the Gibbs sampler

DOI10.1214/AOS/1176349146zbMATH Open0792.62035OpenAlexW2042461760MaRDI QIDQ688378FDOQ688378

Authors: Bin Yu 

Publication date: 7 December 1993

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349146

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zbMATH Keywords

density estimationGibbs sampleroptimal rates of convergencekernel estimatorsrates of convergenceminimax convergence ratesderivativesuniform convergence rates\(p\)-convergencea.s.-convergencebeta-mixing conditionsdependent but stationary dataempirical process techniquesmooth probability density

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cited In (28)

• Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
• Nonparametric regression with errors in variables and applications
• Moment bounds for mixing random variables useful in nonparametric function estimation
• Kernel density estimation for dynamical systems
• Semiparametric estimation of moment condition models with weakly dependent data
• Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series
• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
• The limiting distribution of the Gibbs sampler for the intrinsic conditional autoregressive model
• Note on stability of the ruin time density in a Sparre Andersen risk model with exponential claim sizes
• A consistent nonparametric test for causality in quantile
• On bandwidth choice for density estimation with dependent data
• Time-varying nonlinear regression models: nonparametric estimation and model selection
• Testing proximity to subspaces: approximate \(\ell_\infty\) minimization in constant time
• Kernel density estimator for strong mixing processes
• Functional estimation for time series: Uniform convergence properties
• Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes
• Uniform strong consistency of kernel density estimators under dependence
• Consistency of kernel density estimators for causal processes
• Estimating beta-mixing coefficients via histograms
• Asymptotically optimal bandwidth selection rules for the kernel density estimator with dependent observations
• Kernel estimation for time series: an asymptotic theory
• Predictive Inference Based on Markov Chain Monte Carlo Output
• Uniform convergence rates of kernel estimators with heterogeneous dependent data
• Local linear regression with nonparametrically generated covariates for weakly dependent data
• \(M\)-type regression splines involving time series
• Strong convergence of kernel estimators for product densities of absolutely regular point processes
• A nonparametric conditional mode estimate
• Asymptotic behaviour of nonparametric conditional quantile estimates for time series

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