Consistency of a nonparametric estimate of a density function for dependent variables
AbstractIn this paper strong consistency and uniform complete consistency of the nonparametric density estimator proposed by , 1049-1051) is proved for [phi]-mixing and [alpha]-mixing processes.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 25 (1988)
Issue (Month): 1 (April)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Chu, Ba & Jacho-Chávez, David T., 2012. "k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA," Econometric Theory, Cambridge University Press, vol. 28(04), pages 769-803, August.
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