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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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Citations: View citations in EconPapers (2)

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