Frequency polygons for weakly dependent processes

Michel Carbon, Bernard Garel and Lanh Tat Tran

Statistics & Probability Letters, 1997, vol. 33, issue 1, 1-13

Abstract: The purpose of this paper is to investigate the frequency polygon as a density estimator for stationary strong mixing processes. Optimal bin widths which asymptotically minimize integrated mean square errors (IMSE) are derived. Under weak conditions, frequency polygons achieve the same rate of convergence to zero of the IMSE as kernel estimators. They can also attain the optimal uniform rate of convergence ((n-1logn)1/3 under general conditions. Frequency polygons thus appear to be very good density estimators with respect to both criteria of IMSE and uniform convergence.

Keywords: Density; estimation; Mixing; process; Bin; width; Frequency; polygons (search for similar items in EconPapers)
Date: 1997
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(96)00104-6
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:33:y:1997:i:1:p:1-13

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 ().