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Strong consistency of Kernel density estimates for Markov chains failure rates

✍ Scribed by G. S. Atuncar; C. C. Y. Dorea; C. R. Gonçalves


Publisher
Springer Netherlands
Year
2006
Tongue
English
Weight
149 KB
Volume
11
Category
Article
ISSN
1387-0874

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✍ 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