Density estimation for samples satisfying a certain absolute regularity condition |
| |
| Authors: | Ken-ichi Yoshihara |
| |
| Institution: | Department of Mathematics, Faculty of Engineering, Yokohama National University, 156 Tokiwadai, Hodogaya-ku, Yokohama, Japan |
| |
| Abstract: | Let {ξi} be an absolutely regular sequence of identically distributed random variables having common density function f(x). Let Hk(x,y) (k=1, 2,…) be a sequence of Borel-measurable functions and fn(x)=n?1(Hn(x,ξ1)+…+Hn(x,ξn)) the empirical density function. In this paper, the asymptotic property of the probability P(supx|fn(x)?f(x)|>ε) (n→∞) is studied. |
| |
| Keywords: | Density estimation Absolutely regular Empirical density function Borel-measurable function |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
