ASYMPTOTIC NORMALITY OF KERNEL ESTIMATES OF A DENSITY FUNCTION UNDER ASSOCIATION DEPENDENCE

被引:0
作者
林正炎
机构
[1] Department of Mathematics
[2] Zhejiang University
[3] Hangzhou
[4] China
关键词
Associated random variables; negatively associated random variables; kernel estimate of a density function; central limit theorem;
D O I
暂无
中图分类号
O211 [概率论(几率论、或然率论)];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
<正> Let {X_n, n≥1} be a strictly stationary sequence of random variables, whichare either associated or negatively associated, f(·) be their common density. In this paper,the author shows a central limit theorem for a kernel estimate of f(·) under certain regularconditions.
引用
收藏
页码:345 / 350
页数:6
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