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The following pages link to The L/sub 1/ and L/sub 2/ strong consistency of recursive kernel density estimation from dependent samples (Q3486671):

Displaying 20 items.

Strongly consistent density estimation of the regression residual (Q712519) (← links)
Almost sure convergence of recursive density estimators for stationary mixing processes (Q1094772) (← links)
On density estimation from ergodic processes (Q1307505) (← links)
Nearest neighbor regression estimation for null-recurrent Markov time series (Q1312303) (← links)
Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series (Q1382534) (← links)
Multivariate probability density estimation for associated processes: Strong consistency and rates. (Q1871223) (← links)
On bandwidth choice for density estimation with dependent data (Q1922388) (← links)
Nonparametric inference for ergodic, stationary time series (Q1922412) (← links)
Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator (Q2156008) (← links)
On a class of recursive estimators for spatially dependent observations (Q2233584) (← links)
Kernel density estimation from ergodic sample is not universally consistent (Q2563616) (← links)
Strongly Consistent Detection for Nonparametric Hypotheses (Q2805736) (← links)
Robust kernel estimators for additive models with dependent observations (Q4223824) (← links)
Some automated methods of smoothing time-dependent data (Q4345891) (← links)
Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis (Q4345905) (← links)
(Q4558178) (← links)
On<i>L</i><sub>1</sub>-consistency of kernel-type density estimator for stationary markov processes (Q4843877) (← links)
(Q5018648) (← links)
Iterative kernel density estimation from noisy-dependent observations (Q6069934) (← links)
Semi-recursive kernel conditional density estimators under random censorship and dependent data (Q6587713) (← links)