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Minimum Disparity Estimators for Discrete and Continuous Models

✍ Scribed by M. Menendez; D. Morales; L. Pardo; I. Vajda


Book ID
110323907
Publisher
Springer-Verlag
Year
2001
Tongue
English
Weight
371 KB
Volume
46
Category
Article
ISSN
0862-7940

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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.