ASYMPTOTIC NORMALITY OF KERNEL ESTIMATES OF A DENSITY FUNCTION UNDER ASSOCIATION DEPENDENCE

被引：0

作者：

林正炎

机构：

[1] Department of Mathematics

[2] Zhejiang University

[3] Hangzhou 310028

[4] China

来源：

Acta Mathematica Scientia | 2003年 / 03期

关键词：

Associated random variables; negatively associated random variables; kernel estimate of a density function; central limit theorem;

D O I：

暂无

中图分类号：

O211 [概率论（几率论、或然率论）];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let {X_n, n≥1} be a strictly stationary sequence of random variables, whichare either associated or negatively associated, f(·) be their common density. In this paper,the author shows a central limit theorem for a kernel estimate of f(·) under certain regularconditions.

引用

页码：345 / 350

页数：6

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