Convergence rates in the law of large numbers and in density estimation for associated random variables

DOI10.1016/J.CRMA.2007.02.017zbMath1111.62030OpenAlexW2036548270MaRDI QIDQ883409

Lahcen Douge

Publication date: 4 June 2007

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2007.02.017

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Strong limit theorems (60F15)

Related Items (3)

A Berry-Esseen theorem for sample quantiles under association ⋮ The \(k\)-nearest neighbors method in single index regression model for functional quasi-associated time series data ⋮ Kernel estimators of mode under \(\psi\)-weak dependence

Cites Work

• A new weak dependence condition and applications to moment inequalities
• Multivariate probability density estimation for associated processes: Strong consistency and rates.
• Exponential inequality for associated random variables
• Functional Estimation of a Density Under a New Weak Dependence Condition
• A general method of density estimation for associated random variables
• Association of Random Variables, with Applications

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