Nonparametric estimation of density derivatives of dependent data

DOI10.1016/S0378-3758(96)00141-3zbMath0879.62030MaRDI QIDQ1360978

Alejandro Quintela-del-Río

Publication date: 22 January 1998

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

cross-validationbandwidth selectionkernel density estimationalpha-mixing processesdensity derivatives

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items (9)

Some inequalities for strong mixing random variables with applications to density estimation ⋮ On the estimation of the marginal density of a moving average process ⋮ Nonparametric density estimation for positive time series ⋮ Nonparametric estimation of the hazard function under dependence conditions ⋮ Nonparametric estimation of the maximum hazard under dependence conditions ⋮ A kernel mode estimate under random left truncation and time series model: asymptotic normality ⋮ Plug-in bandwidth selection in kernel hazard estimation from dependent data ⋮ Non-parametric estimation of reciprocal coordinate subtangent for right censored dependent scheme ⋮ Kernel estimators of mode under \(\psi\)-weak dependence

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