Various consistency proofs for the kernel density estimator have been developed over the last few decades. Important milestones are the pointwise consistency and almost sure uniform convergence with a fixed bandwidth on the one hand and the rate of convergence with a fixed or even a variable...

Various consistency proofs for the kernel density estimator have been developed over the last few decades. Important milestones are the pointwise consistency and almost sure uniform convergence with a fixed bandwidth on the one hand and the rate of convergence with a fixed or even a variable...

Let {XN,N≥1} be a stationary sequence of associated random variables of interest, and {YN,N≥1} be a sequence of random truncating variables assumed to be independent from {XN,N≥1}. In this paper, we establish strong uniform convergence with a rate of the well-known Lynden-Bell estimator...