Uniform strong consistency of kernel density estimators under dependence
Tae Yoon Kim and
Dennis D. Cox
Statistics & Probability Letters, 1996, vol. 26, issue 2, 179-185
Abstract:
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.
Keywords: Uniform; consistency; Kernel; density; estimation; Convergence; rates (search for similar items in EconPapers)
Date: 1996
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