On the convergence of kernel estimators of probability density functions
โ Scribed by Albert E. Rust; Chris P. Tsokos
- Publisher
- Springer Japan
- Year
- 1981
- Tongue
- English
- Weight
- 593 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0020-3157
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Let X1, X2,..., Xn be independent observations from an (unknown) absolutely continuous univariate distribution with density f and let be a kernel estimator of f(x) at the point x, -oc < x < c~, with h = hn (hn ~ 0 and nhn --+ oc, as n --+ oc) the bandwidth and K a kernel function of order r. "Optim
The sole purpose of this paper is to establish asymptotic normality of the usual kernel estimate of the marginal probability density function of a strictly stationary sequence of associated random variables. In much of the discussions and derivations, the term association is used to include both pos