Open AccessKernel density estimation under widely orthant dependence
Author(s) -
Wei Wang,
Qingqing Wu,
Xufei Tang
Publication year - 2022
Publication title -
zhongguo kexue jishu daxue xuebao
Language(s) - English
Resource type - Journals
ISSN - 0253-2778
DOI - 10.52396/justc-2021-0136
Subject(s) - orthant , estimator , mathematics , kernel density estimation , variable kernel density estimation , consistency (knowledge bases) , kernel (algebra) , rate of convergence , statistics , multivariate kernel density estimation , density estimation , strong consistency , mathematical optimization , kernel method , combinatorics , computer science , discrete mathematics , artificial intelligence , computer network , channel (broadcasting) , support vector machine
The kernel density estimator for widely orthant dependent random variables is studied. The exponential inequalities and the exponential rate for the estimator of a density function with a uniform version over compact sets are investigated. Further, the consistency of the estimator is proved. The results are generalizations of some existing outcomes for both associated and negatively associated samples. The convergence rate of the kernel density estimator is illustrated via a simulation study. Moreover, a real data analysis is presented.