Weighted samples, kernel density estimators and convergence
β Scribed by Francisco J. Goerlich Gisbert
- Publisher
- Springer-Verlag
- Year
- 2003
- Tongue
- English
- Weight
- 323 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0377-7332
No coin nor oath required. For personal study only.
π 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
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