IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v25y1988i1p90-99.html
   My bibliography  Save this article

Consistency of a nonparametric estimate of a density function for dependent variables

Author

Listed:
  • Boente, Graciela
  • Fraiman, Ricardo

Abstract

In this paper strong consistency and uniform complete consistency of the nonparametric density estimator proposed by [5], 1049-1051) is proved for [phi]-mixing and [alpha]-mixing processes.

Suggested Citation

  • Boente, Graciela & Fraiman, Ricardo, 1988. "Consistency of a nonparametric estimate of a density function for dependent variables," Journal of Multivariate Analysis, Elsevier, vol. 25(1), pages 90-99, April.
    • Handle: RePEc:eee:jmvana:v:25:y:1988:i:1:p:90-99
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0047-259X(88)90154-6
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Gao, Jiti & Tong, Howell & Wolff, Rodney, 2002. "Model Specification Tests in Nonparametric Stochastic Regression Models," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 324-359, November.
    2. 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(4), pages 769-803, August.
    3. Labrador, Boris, 2008. "Strong pointwise consistency of the kT -occupation time density estimator," Statistics & Probability Letters, Elsevier, vol. 78(9), pages 1128-1137, July.
    4. Gao, Jiti & Tong, Howell, 2002. "Nonparametric and semiparametric regression model selection," MPRA Paper 11987, University Library of Munich, Germany, revised Feb 2004.
    5. Francesco Bravo & Ba M. Chu & David T. Jacho-Chávez, 2017. "Semiparametric estimation of moment condition models with weakly dependent data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(1), pages 108-136, January.
    6. Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
    7. Chu, Ba & Huynh, Kim & Jacho-Chavez, David, 2013. "Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours," MPRA Paper 79670, University Library of Munich, Germany, revised 2012.
    8. Boris Labrador, 2009. "Rates of strong uniform convergence of the k T -occupation time density estimator," Statistical Inference for Stochastic Processes, Springer, vol. 12(3), pages 269-283, October.
    9. Aiting Shen & Huiling Tao & Xuejun Wang, 2020. "The asymptotic properties for the estimators of the survival function and failure rate function based on WOD samples," Statistical Papers, Springer, vol. 61(6), pages 2671-2684, December.
    10. Llop, P. & Forzani, L. & Fraiman, R., 2011. "On local times, density estimation and supervised classification from functional data," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 73-86, January.
    11. Hallin, Marc & Lu, Zudi & Tran, Lanh T., 2004. "Kernel density estimation for spatial processes: the L1 theory," Journal of Multivariate Analysis, Elsevier, vol. 88(1), pages 61-75, January.
    12. Lu, Zudi & Chen, Xing, 2004. "Spatial kernel regression estimation: weak consistency," Statistics & Probability Letters, Elsevier, vol. 68(2), pages 125-136, June.
    13. Gao, Jiti & Anh, Vo, 2000. "A central limit theorem for a random quadratic form of strictly stationary processes," Statistics & Probability Letters, Elsevier, vol. 49(1), pages 69-79, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:25:y:1988:i:1:p:90-99. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.