Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence

Soumaya Allaoui, Salim Bouzebda, Christophe Chesneau and Jicheng Liu

Journal of Nonparametric Statistics, 2021, vol. 33, issue 2, 170-196

Abstract: This paper is devoted to the estimation of partial derivatives of multivariate density functions. In this regard, nonparametric linear wavelet-based estimators are introduced, showing their attractive properties from the theoretical point of view. In particular, we prove the strong uniform consistency properties of these estimators, over compact subsets of $ \mathbb {R}^{d} $ Rd, with the determination of the corresponding convergence rates. Then, we establish the asymptotic normality of these estimators. As a main contribution, we relax some standard dependence conditions; our results hold under a weak dependence condition allowing the consideration of mixing, association, Gaussian sequences and Bernoulli shifts.

Date: 2021
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DOI: 10.1080/10485252.2021.1925668

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