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The rate of complete consistency for recursive probability density estimator under strong mixing samples
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2021-04-30 , DOI: 10.1016/j.spl.2021.109130
Yi Wu , Wei Yu , Xuejun Wang , Aiting Shen

In this paper, we mainly study the recursive density estimators of the probability density function for strong mixing random variables. The rate of complete consistency is established under some suitable conditions. As an application, we further investigate the rate of complete consistency for hazard rate function estimator. We also present some numerical studies to verify the validity of our theoretical results.



中文翻译:

强混合样本下递归概率密度估计的完全一致性率

在本文中,我们主要研究强混合随机变量的概率密度函数的递归密度估计。在某些合适的条件下确定完全一致性的速率。作为应用,我们进一步研究了危险率函数估计器的完全一致性率。我们还提出了一些数值研究,以验证我们的理论结果的有效性。

更新日期:2021-05-07
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