Asymptotic normality of recursive density estimates under some dependence assumptions

Han-Ying Liang () and Jong-Il Baek ()

Metrika: International Journal for Theoretical and Applied Statistics, 2004, vol. 60, issue 2, 155-166

Abstract: Let {X n ,n≥1} be a strictly stationary sequence of negatively associated random variables with the marginal probability density function f(x), the recursive kernel estimate of f(x) is defined by [InlineMediaObject not available: see fulltext.] where h n is a sequence of positive bandwidths tending to 0, as n→∞, K(·) is a univariate kernel function. In this note, we discuss the point asymptotic normality for f n (x). Copyright Springer-Verlag 2004

Keywords: Negatively associated random variables; Recursive kernel estimate; Asymptotic normality (search for similar items in EconPapers)
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:60:y:2004:i:2:p:155-166

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DOI: 10.1007/s001840300302

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