On Consistency of a Kernel Estimate of a Density Function

DOI10.1177/0008068319840103zbMATH Open0553.62033OpenAlexW2736063600MaRDI QIDQ3347108

Author name not available (Why is that?)

Publication date: 1984

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068319840103

zbMATH Keywords

density estimationkernel estimatorstrong consistencydependent random variablesDoeblin's conditionmartingale difference sequencemultivariate casestationary strong mixing sequencephi-mixing sequencestationary Markov sequence

Mathematics Subject Classification ID

Nonparametric estimation (62G05) (L^p)-limit theorems (60F25)

Related Items (7)

About conditions of Gaussian approximation of kernel estimates for distribution density ⋮ Title not available (Why is that?) ⋮ Properties of uniform consistency of the kernel estimators of density and regression functions under dependence assumptions ⋮ Title not available (Why is that?) ⋮ A note on the universal consistency of the kernel distribution function estimator ⋮ Consistency of the beta kernel density function estimator ⋮ On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate

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