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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(95)00008-9
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:stapro:v:26:y:1996:i:2:p:179-185

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

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().