Article ID Journal Published Year Pages File Type
1152020 Statistics & Probability Letters 2013 10 Pages PDF
Abstract

We obtain the rates of pointwise and uniform convergence of kernel density estimators using random bandwidths under i.i.d. as well as strongly mixing dependence assumptions. Pointwise rates are faster and not affected by the tail of the density.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Pointwise and uniform convergence of kernel density estimators using random bandwidths
Authors
, ,