Multivariate probability density estimation for associated processes: strong consistency and rates

✍ Scribed by Elias Masry

• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 160 KB
• Volume: 58
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(02)00105-0

✦ Synopsis

We consider the estimation of the multivariate probability density function f(x 1 ; : : : ; x d ) of X 1 ; : : : ; X d of a stationary associated random process {X i } ∞ i=-∞ . Uniform strong rates of convergence over compact sets in R d are established for the estimates of f and all its partial derivatives up to a given order s.