EconPapers    
Economics at your fingertips  
 

Strong consistent density estimate from ergodic sample

László Györfi

Journal of Multivariate Analysis, 1981, vol. 11, issue 1, 81-84

Abstract: The almost sure convergence of the kernel-type density estimate is proved for a strictly stationary ergodic sample.

Keywords: Density; estimate; ergodic; sample (search for similar items in EconPapers)
Date: 1981
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(81)90134-2
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:11:y:1981:i:1:p:81-84

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:jmvana:v:11:y:1981:i:1:p:81-84