Kernel density estimation under dependence

Lanh Tat Tran

Statistics & Probability Letters, 1990, vol. 10, issue 3, 193-201

Abstract: 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.

Keywords: Strong; mixing; density; estimation; kernel; bandwith (search for similar items in EconPapers)
Date: 1990
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Citations: View citations in EconPapers (7)

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