Multivariate probability density estimation for associated processes: strong consistency and rates

Elias Masry

Statistics & Probability Letters, 2002, vol. 58, issue 2, 205-219

Abstract: We consider the estimation of the multivariate probability density function f(x1,...,xd) of X1,...,Xd of a stationary associated random process {Xi}i=-[infinity][infinity]. Uniform strong rates of convergence over compact sets in are established for the estimates of f and all its partial derivatives up to a given order s.

Keywords: Multivariate; probability; density; estimation; Associated; processes; Rates; of; strong; convergence (search for similar items in EconPapers)
Date: 2002
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