Premium
On the rate of convergence of recursive kernel estimates of probability densities
Author(s) -
AbdulAl K. I.
Publication year - 1988
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3314937
Subject(s) - mathematics , univariate , independence (probability theory) , covariance , probability density function , rate of convergence , kernel density estimation , kernel (algebra) , random variable , convergence (economics) , derivative (finance) , variance (accounting) , statistics , combinatorics , multivariate statistics , computer science , channel (broadcasting) , estimator , economics , economic growth , computer network , business , accounting , financial economics
Recursive estimates f n r (x)of the rth derivative f r (x)(r=0,1)of the univariate probability density f(x) for strictly stationary processes { X j ,} are considered. The asymptotic variance‐covariance of f n r (x)is established for stationary triangular arrays of random variables satisfying various asymptotic independence‐uncorrelatedness conditions.