Uniform strong consistency of kernel density estimators under dependence

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.

MoreLess

Year of publication:	1996
Authors:	Kim, Tae Yoon ; Cox, Dennis D.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 26.1996, 2, p. 179-185
Publisher:	Elsevier
Keywords:	Uniform consistency Kernel density estimation Convergence rates

More details

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

Persistent link: https://www.econbiz.de/10005223633