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Kernel density estimation: the general case


  • Campos, V. S. M.
  • Dorea, C. C. Y.


Let p(·) be a density with respect to a [sigma]-finite measure [nu] on , where . In this note, we propose a general class of kernel estimates for p(·). It is shown that our results on strong consistency and asymptotic normality include the classical results for continuous densities on and extend some results of kernel estimators for discrete distributions.

Suggested Citation

  • Campos, V. S. M. & Dorea, C. C. Y., 2001. "Kernel density estimation: the general case," Statistics & Probability Letters, Elsevier, vol. 55(2), pages 173-180, November.
  • Handle: RePEc:eee:stapro:v:55:y:2001:i:2:p:173-180

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    Cited by:

    1. Viviane Campos & Chang Dorea, 2005. "Kernel estimation for stationary density of Markov chains with general state space," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(3), pages 443-453, September.
    2. G. Atuncar & C. Dorea & C. Gonçalves, 2008. "Strong consistency of Kernel density estimates for Markov chains failure rates," Statistical Inference for Stochastic Processes, Springer, vol. 11(1), pages 1-10, February.


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