Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data

DOI10.1016/0167-7152(94)00086-NzbMath0814.62018OpenAlexW1982286079MaRDI QIDQ1347203

Denis Bosq

Publication date: 18 June 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00086-n

zbMATH Keywords

chaosoptimalitykernel density estimatormixing conditionsasymptotic quadratic error

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (7)

Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses ⋮ Nonparametric estimation of the derivatives of a density by the method of wavelet for mixing sequences ⋮ On the adaptive wavelet deconvolution of a density for strong mixing sequences ⋮ Nonparametric density estimation for nonmixing approximable stochastic processes ⋮ Asymptotic behaviour of binned kernel density estimators for locally non-stationary random fields ⋮ STATISTICAL ESTIMATION OF THE EMBEDDING DIMENSION OF A DYNAMICAL SYSTEM ⋮ Optimal asymptotic quadratic errors of density estimators on random fields.

Cites Work

• Quadratic errors for nonparametric estimates under dependence
• Remarks on Some Nonparametric Estimates of a Density Function
• Recursive probability density estimation for weakly dependent stationary processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data