Some inequalities for strong mixing random variables with applications to density estimation

DOI10.1016/j.spl.2010.10.004zbMath1233.62077OpenAlexW2014471165MaRDI QIDQ625009

Yongming Li, Cheng-Dong Wei, Shan-chao Yang

Publication date: 11 February 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.10.004

zbMATH Keywords

Esseen-type inequalitykernel estimatestrong mixing processes

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15) Characteristic functions; other transforms (60E10)

Cites Work

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• Esseen’s Inequality for Multi-Dimensional Distribution Functions
• Stochastic volatility models as hidden Markov models and statistical applications
• An Esseen-type inequality for probability density functions, with an application

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