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Asymptotically best bandwidth selectors in kernel density estimation

✍ Scribed by W.C. Kim; B.U. Park; J.S. Marron


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
574 KB
Volume
19
Category
Article
ISSN
0167-7152

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Asymptotic Normality for Density Kernel
✍ Denis Bosq; Florence MerlevΓ¨de; Magda Peligrad πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 153 KB

In this paper, we build a central limit theorem for triangular arrays of sequences which satisfy a mild mixing condition. This result allows us to study asymptotic normality of density kernel estimators for some classes of continuous and discrete time processes.