Asymptotics of kernel density estimators on weakly associated random fields

DOI10.1016/J.SPL.2008.06.024zbMath1489.62300OpenAlexW2070047010MaRDI QIDQ958944

Jia Chen

Publication date: 10 December 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.06.024

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20)

Related Items (2)

Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence ⋮ Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence

Cites Work

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• A strong invariance principle for associated sequences
• Kernel density estimation on random fields
• An invariance principle for weakly associated random vectors
• An invariance principle for certain dependent sequences
• Local polynomial fitting under association
• Local M-estimator for nonparametric time series.
• Asymptotic normality of the kernel estimate of a probability density function under association
• Negative association of random variables, with applications
• Optimal asymptotic quadratic errors of density estimators on random fields.
• Association of Random Variables, with Applications

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