We study here the kernel type, nonparametric estimation of the derivatives of the density function associated with a strongly mixing time series. The consistency and asymptotic normality properties are studied and a method for the selection of the smoothing parameter by means of the modification of
β¦ LIBER β¦
A data dependent approach to density estimation
β Scribed by Prabir Burman
- Publisher
- Springer
- Year
- 1985
- Tongue
- English
- Weight
- 820 KB
- Volume
- 69
- Category
- Article
- ISSN
- 1432-2064
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