Density estimation in the \(L^ \infty\) norm for dependent data with applications to the Gibbs sampler
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Publication:688378
DOI10.1214/aos/1176349146zbMath0792.62035OpenAlexW2042461760MaRDI QIDQ688378
Publication date: 7 December 1993
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349146
kernel estimatorsderivativesrates of convergenceGibbs samplerdensity estimationoptimal rates of convergenceminimax convergence ratesuniform convergence rates\(p\)-convergencea.s.-convergencebeta-mixing conditionsdependent but stationary dataempirical process techniquesmooth probability density
Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
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