THE CONSISTENCY AND ASYMPTOTIC NORMALITY OF NEAREST NEIGHBOR DENSITY ESTIMATOR UNDER α-MIXING CONDITION

被引：0

作者：

Liu Yanyan ^{[1
]}

Zhang Yanli ^{[2
]}

机构：

[1] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Peoples R China

[2] Shandong Econ Univ, Inst Stat & Actuary, Jinan 250014, Peoples R China

来源：

ACTA MATHEMATICA SCIENTIA | 2010年 / 30卷 / 03期

基金：

中国国家自然科学基金;

关键词：

NN-estimator; alpha-mixing; consistency; asymptotic normality; NONPARAMETRIC ESTIMATE;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We investigate the consistency and asymptotic normality of nearest-neighbor density estimator of a sample data process based on a-mixing assumption. We extend the correspondent result under independent identical cases.

引用

页码：733 / 738

页数：6

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