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Rates of strong uniform consistency for multivariate kernel density estimators

✍ Scribed by Evarist Giné; Armelle Guillou


Book ID
108422244
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
127 KB
Volume
38
Category
Article
ISSN
0246-0203

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Multivariate probability density estimat
✍ Elias Masry 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 160 KB

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 der