Asymptotic normality of kernel estimates of a density function under association dependence

被引：5

作者：

Lin, ZY ^{[1
]}

机构：

[1] Zhejiang Univ, Dept Math, Hangzhou 310028, Peoples R China

来源：

ACTA MATHEMATICA SCIENTIA | 2003年 / 23卷 / 03期

关键词：

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

D O I：

10.1016/S0252-9602(17)30341-7

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Let {X-n, n greater than or equal to 1} be a strictly stationary sequence of random variables, which axe 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 regular. conditions.

引用

页码：345 / 350

页数：6

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