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Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence
Journal of Nonparametric Statistics ( IF 0.8 ) Pub Date : 2021-05-11 , DOI: 10.1080/10485252.2021.1925668
Soumaya Allaoui 1 , Salim Bouzebda 2 , Christophe Chesneau 3 , Jicheng Liu 1
Affiliation  

This paper is devoted to the estimation of partial derivatives of multivariate density functions. In this regard, nonparametric linear wavelet-based estimators are introduced, showing their attractive properties from the theoretical point of view. In particular, we prove the strong uniform consistency properties of these estimators, over compact subsets of Rd, with the determination of the corresponding convergence rates. Then, we establish the asymptotic normality of these estimators. As a main contribution, we relax some standard dependence conditions; our results hold under a weak dependence condition allowing the consideration of mixing, association, Gaussian sequences and Bernoulli shifts.



中文翻译:

弱相关下多元密度函数偏导数的小波估计量的均匀几乎肯定收敛和渐近分布

本文致力于估计多元密度函数的偏导数。在这方面,引入了基于非参数线性小波的估计器,从理论的角度展示了它们的吸引人的特性。特别是,我们证明了这些估计量在紧凑子集上的强一致一致性属性电阻d,确定相应的收敛速度。然后,我们建立这些估计量的渐近正态性。作为主要贡献,我们放宽了一些标准的依赖条件;我们的结果在允许考虑混合、关联、高斯序列和伯努利位移的弱依赖条件下成立。

更新日期:2021-07-01
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