Multivariate probability density estimation for associated processes: Strong consistency and rates.

DOI10.1016/S0167-7152(02)00105-0zbMath1092.62575OpenAlexW2023447812MaRDI QIDQ1871223

Elias Masry

Publication date: 7 May 2003

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00105-0

zbMATH Keywords

strong convergenceAssociated processesMultivariate probability density estimationRates of

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Non-Markovian processes: estimation (62M09)

Related Items (7)

Convergence rates in the law of large numbers and in density estimation for associated random variables ⋮ Kernel density estimation under negative superadditive dependence and its application for real data ⋮ Unnamed Item ⋮ Strong convergence rates for the estimation of a covariance operator for associated samples ⋮ Exponential rates for kernel density estimation under association ⋮ Asymptotic Results for an M-Estimator of the Regression Function for Quasi-Associated Processes ⋮ Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses

Cites Work

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• Berry-esseen bounds for smooth estimator of a distribution function under association
• Recursive density estimation under dependence
• Some applications of the asymptotic distribution of likelihood functions to the asymptotic efficiency of estimates
• Association of Random Variables, with Applications

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