Density estimation for nonisotropic random fields (Q1125544)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Density estimation for nonisotropic random fields |
scientific article; zbMATH DE number 1375316
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Density estimation for nonisotropic random fields |
scientific article; zbMATH DE number 1375316 |
Statements
Density estimation for nonisotropic random fields (English)
0 references
30 January 2001
0 references
A PDF \(f\) of a random variable \(X\) is estimated by observations of a strictly stationary random field \(X_{ij}\) which satisfies \(\alpha\)-mixing conditions with different (power) decay rates on \(i\) and \(j\). The usual kernel estimator is used. The pointwise asymptotic normality of the estimator is demonstrated for appropriate choice of bandwidth.
0 references
kernel probability density estimation
0 references
asymptotic normality
0 references
random fields
0 references
bandwidth selection
0 references
