Uniform strong consistency of histogram density estimation for dependent process

DOI10.1080/03610926.2015.1026994zbMath1360.62145OpenAlexW2551119515MaRDI QIDQ2979951

Xin Yang

Publication date: 27 April 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1026994

zbMATH Keywords

strong mixing processuniform strong consistencyhistogram density estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Cites Work

• Histogram for hazard rate estimation
• Frequency polygons for continuous random fields
• Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions
• Asymptotic normality of frequency polygons for random fields
• A histogram estimator of the hazard rate with censored data
• Strong \(L_ 1\)-norm consistency of data based histogram estimates of densities
• Density estimation for time series by histograms
• Frequency polygons for weakly dependent processes
• On optimal and data-based histograms
• Conditions for linear processes to be strong-mixing

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