Uniform convergence rates for a nearest neighbor density estimator under dependence assumptions
1997 (English)In: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 26, no 3, 601-616 p.Article in journal (Refereed) Published
In this paper the rates of strong uniform convergence over any compact set for an alternative nearest neighbor density estimator are obtained when the observations satisfy a ø-mixing or an a-mixing condition. In the ø-mixing case we obtain a quite better convergence rate than for a-mixing processes and we do not require a geometric condition on the mixing coefficients. For independent or m-dependent observations, as a special case of ømixing, the result gives us the optimal rate of strong uniform convergence for density estimators.
Place, publisher, year, edition, pages
New York: Marcel Dekker, 1997. Vol. 26, no 3, 601-616 p.
Probability Theory and Statistics
Research subject Mathematical Statistics
IdentifiersURN: urn:nbn:se:umu:diva-63663DOI: 10.1080/03610929708831937ISI: A1997WK87200006OAI: oai:DiVA.org:umu-63663DiVA: diva2:582136