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A note on nonparametric density estimation for dependent variables using a delta sequence

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Summary

A general method based on “delta sequences” due to Walter and Blum [12] is extended to sequences of strictly stationary mixing random variables having the same marginal distribution admitting a Lebesgue probability density function. It is proved that, under certain conditions, the rate of mean square convergence obtained in the i.i.d. case by Walter and Blum, continues to hold.

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Authors
  1. Ibrahim A. Ahmad
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University of Petroleum and Minerals

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Ahmad, I.A. A note on nonparametric density estimation for dependent variables using a delta sequence. Ann Inst Stat Math 33, 247–254 (1981). https://doi.org/10.1007/BF02480938

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  • DOI: https://doi.org/10.1007/BF02480938

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