The Berry-Esseen bounds for kernel density estimator under dependent sample
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Publication:388069
DOI10.1186/1029-242X-2012-287zbMath1283.62080WikidataQ59289804 ScholiaQ59289804MaRDI QIDQ388069
Publication date: 18 December 2013
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Related Items
Uniformly strong consistency and the rates of asymptotic normality for the edge frequency polygons ⋮ A Berry-Esseen type bound for the kernel density estimator based on a weakly dependent and randomly left truncated data ⋮ On the Berry-Esséen bound of frequency polygons for \(\phi\)-mixing samples ⋮ On the rates of asymptotic normality for recursive kernel density estimators under ϕ-mixing assumptions ⋮ On the rates of asymptotic normality for Bernstein polynomial estimators in a triangular array
Cites Work
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- Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples.
- Asymptotic normality of the kernel estimate of a probability density function under association
- New dependence coefficients. Examples and applications to statistics
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- Ordenes de convergencia para las aproximaciones normal y bootstrap en estimacion no parametrica de la funcion de densidad
- Berry-esseen bound for the kaplan-meier estimator
- Recursive probability density estimation for weakly dependent stationary processes
- Berry-esseen bounds for smooth estimator of a distribution function under association
- Exponential rates for kernel density estimation under association
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