Consistency of a nearest neighbor density estimator for dependent variables

DOI10.1080/10485250410001714007zbMath1101.62026OpenAlexW1970724081MaRDI QIDQ3369524

Jun Yu

Publication date: 2 February 2006

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250410001714007

zbMATH Keywords

nonparametric density estimationpointwise consistencynearest neighbor methods\(\alpha\)-mixing processuniform complete consistency\(\varphi\)-mixing process

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

Related Items (1)

A Measure-Valued Differentiation Approach to Sensitivities of Quantiles

Cites Work

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• The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates
• Consistency of a nonparametric estimate of a density function for dependent variables
• [https://portal.mardi4nfdi.de/wiki/Publication:3038407 Propri�t�s de convergence presque compl�te du pr�dicteur � noyau]
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• A Nonparametric Estimate of a Multivariate Density Function

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