Kernel density estimation under dependence

Kernel type estimators of the density of weakly dependent random variables are studied. Uniform strong consistency of the estimators and their rates of convergence are obtained. The dependence condition used is weaker than the strong mixing condition.

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Year of publication:	1990
Authors:	Tran, Lanh Tat
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 10.1990, 3, p. 193-201
Publisher:	Elsevier
Keywords:	Strong mixing density estimation kernel bandwith

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074771