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

  • Ibrahim A. Ahmad
Article

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.

ASM subject classification

Primary 62G05 

Key words and phrases

Density estimation delta sequences mean square rates of convergence mixing sequences stationarity 

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Copyright information

© The Institute of Statistical Mathematics, Tokyo 1981

Authors and Affiliations

  • Ibrahim A. Ahmad

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