Oscillations and moduli of continuity of kernel density estimators under dependence

DOI10.1216/RMJ-2015-45-5-1659zbMath1344.60032MaRDI QIDQ908266

Xiao-Yong Xiao, Hong-Wei Yin

Publication date: 4 February 2016

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.rmjm/1453817260

zbMATH Keywords

oscillationsalmost sure convergencekernel density estimatorsmoduli of continuitypredictive dependence measure

Mathematics Subject Classification ID

Density estimation (62G07) Martingales with discrete parameter (60G42) Stationary stochastic processes (60G10) Strong limit theorems (60F15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Kernel estimation for time series: an asymptotic theory
• Weakly dependent chains with infinite memory
• A comment on a conjecture of N. Wiener
• The oscillation behavior of empirical processes
• A law of the logarithm for kernel density estimators
• On tail probabilities for martingales
• Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
• On some global measures of the deviations of density function estimates
• Remarks on Some Nonparametric Estimates of a Density Function
• Oscillations of empirical distribution functions under dependence
• Strong limit theorems for oscillation moduli of the uniform empirical process
• Limit theorems for iterated random functions
• Nonlinear system theory: Another look at dependence

This page was built for publication: Oscillations and moduli of continuity of kernel density estimators under dependence