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A uniform condition of local asymptotic normality

โœ Scribed by I. A. Ibragimov; R. Z. Khas'minskii


Publisher
Springer US
Year
1986
Tongue
English
Weight
316 KB
Volume
34
Category
Article
ISSN
1573-8795

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In this paper we derive central limit theorems for three types of nonparametric estimators: kernel density estimators, Hermite series estimators and regression estimators. We assume that the sample is a part of a stationary sequence satisfying an -mixing property. The proofs are based on a central l