Recursive kernel estimation of the density under \(\eta\)-weak dependence

DOI10.1016/j.jkss.2013.12.003zbMath1306.62097OpenAlexW2075650958MaRDI QIDQ397233

Zaher Mohdeb, Kenza Assia Mezhoud, Sana Louhichi

Publication date: 11 August 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2013.12.003

zbMATH Keywords

asymptotic normalitymean squared error\(\alpha\)-mixing\(\eta\)-weak dependencerecursive kernel density estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (7)

Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator ⋮ Almost sure convergence of recursive kernel estimatiors of the density and the regression under η− weak dependence ⋮ Iterative kernel density estimation from noisy-dependent observations ⋮ On a class of recursive estimators for spatially dependent observations ⋮ Nonparametric recursive regression estimation on Riemannian manifolds ⋮ Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data ⋮ Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence

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