ASYMPTOTIC-BEHAVIOR OF THE MEAN INTEGRATED SQUARED ERROR OF KERNEL DENSITY ESTIMATORS FOR DEPENDENT OBSERVATIONS

被引：6

作者：

MELOCHE, J ^{[1
]}

机构：

[1] UNIV MONTREAL,MONTREAL H3C 3J7,QUEBEC,CANADA

来源：

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 1990年 / 18卷 / 03期

关键词：

dependent observations; Kernel density estimation; MISE;

D O I：

10.2307/3315451.o

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let X1, X2, … be a strictly stationary sequence of observations, and g be the joint density of (X1, …, Xd) for some fixed d ⩽ 1. We consider kernel estimators of the density g. The asymptotic behaviour of the mean integrated squared error of the kernel estimators is obtained under an assumption of weak dependence between the observations. Copyright © 1990 Statistical Society of Canada

引用

页码：205 / 211

页数：7

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