Asymptotic normality of recursive density estimates under some dependence assumptions

DOI10.1007/S001840300302zbMath1079.62041OpenAlexW2080291635MaRDI QIDQ814851

Jong-Il Baek, Han-Ying Liang

Publication date: 8 February 2006

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001840300302

zbMATH Keywords

Asymptotic normalityNegatively associated random variablesRecursive kernel estimate

Mathematics Subject Classification ID

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

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Recursive estimation for stochastic damping hamiltonian systems ⋮ The Berry-Esseen bounds for kernel density estimator under dependent sample ⋮ Recursive kernel estimation of the density under \(\eta\)-weak dependence ⋮ Weighted probability density estimator with updated bandwidths ⋮ Moderate deviation and large deviation for Wegman-Davies recursive density estimator ⋮ Berry-Esseen bounds for density estimates under NA assumption ⋮ Nonparametric recursive density estimation for spatial data ⋮ The rate of complete consistency for recursive probability density estimator under strong mixing samples ⋮ On the rates of asymptotic normality for recursive kernel density estimators under ϕ-mixing assumptions ⋮ Complete consistency for recursive probability density estimator of widely orthant dependent samples

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