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Uniform convergence rates for a nearest neighbor density estimator under dependence assumptions
Umeå University, Faculty of Science and Technology, Mathematical statistics.
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
Abstract [en]

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.
National Category
Probability Theory and Statistics
Research subject
Mathematical Statistics
Identifiers
URN: urn:nbn:se:umu:diva-63663DOI: 10.1080/03610929708831937ISI: A1997WK87200006OAI: oai:DiVA.org:umu-63663DiVA: diva2:582136
Available from: 2013-01-03 Created: 2013-01-03 Last updated: 2017-12-06Bibliographically approved

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