Uniform strong consistency of kernel density estimators under dependence

被引：9
作者：
Kim, TY
Cox, DD
机构：
[1] KEIMYUNG UNIV, DEPT STAT, TAEGU 704701, SOUTH KOREA
[2] RICE UNIV, DEPT STAT, HOUSTON, TX 77251 USA
来源：
STATISTICS & PROBABILITY LETTERS | 1996年 / 26卷 / 02期
关键词：
uniform consistency; kernel density estimation; convergence rates;
D O I：
10.1016/0167-7152(95)00008-9
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this note it is shown that the kernel density estimators converge a.s. uniformly on compact subsets of the variable under alpha-mixing. In particular, the rates of convergence for the estimators will be investigated to analyze dependency effects.
引用
收藏
页码：179 / 185
页数：7
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