𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Recursive density estimation under dependence

✍ Scribed by Tran, L.T.


Book ID
114540287
Publisher
IEEE
Year
1989
Tongue
English
Weight
564 KB
Volume
35
Category
Article
ISSN
0018-9448

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Recursive Estimates of Probability Densi
✍ Wolverton, C.T.; Wagner, T.J. πŸ“‚ Article πŸ“… 1969 πŸ› Institute of Electrical and Electronics Engineers 🌐 English βš– 428 KB
Kernel density estimation under weak dep
✍ Berlin Wu πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 458 KB

Kernel type estimators of the density of continuous time R<valued stochastic processes are studied. Uniform strong consistency on R e of the estimators and their rates of convergence are obtained. The stochastic processes are assumed to satisfy the strong mixing condition and the sampling instants a

A Study on Bandwidth Selection in Densit
✍ Tae Yoon Kim; Denis D. Cox πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 304 KB

Hart and Vieu proposed a modified cross validation (MCV), the ``leave-(2l+1)out'' version of the simple cross validation for bandwidth selection under dependence and established its asymptotic optimality for a certain class of l. In this article, we investigate the convergence rates of MCV.