ASYMPTOTIC NORMALITY OF KERNEL ESTIMATES OF A DENSITY FUNCTION UNDER ASSOCIATION DEPENDENCE

数学物理学报(英文版) ›› 2003, Vol. 23 ›› Issue (3): 345-.

ASYMPTOTIC NORMALITY OF KERNEL ESTIMATES OF A DENSITY FUNCTION UNDER ASSOCIATION DEPENDENCE

林正炎

Department of Mathematics, Zhejiang University, Hangzhou 310028, China

出版日期:2003-07-14 发布日期:2003-07-14
基金资助:
Received April 12, 2001. Project supported by NSFC (10131040), SRFDP (2002335090) and KRF (D00008)

ASYMPTOTIC NORMALITY OF KERNEL ESTIMATES OF A DENSITY FUNCTION UNDER ASSOCIATION DEPENDENCE

LIN Zheng-Tan

Department of Mathematics, Zhejiang University, Hangzhou 310028, China

Online:2003-07-14 Published:2003-07-14
Supported by:
Received April 12, 2001. Project supported by NSFC (10131040), SRFDP (2002335090) and KRF (D00008)

摘要/Abstract

摘要：

Let {X_{n}, n>=1 1} be a strictly stationary sequence of random variables, which
are either associated or negatively associated, f(·) be their common density. In this paper,
the author shows a central limit theorem for a kernel estimate of f(·) under certain regular
conditions.

关键词: Associated random variables, negatively associated random variables, kernel
estimate of a density function, central limit theorem

Abstract:

Key words: Associated random variables, negatively associated random variables, kernel
estimate of a density function, central limit theorem

中图分类号:

62G05

林正炎. ASYMPTOTIC NORMALITY OF KERNEL ESTIMATES OF A DENSITY FUNCTION UNDER ASSOCIATION DEPENDENCE[J]. 数学物理学报(英文版), 2003, 23(3): 345-.

LIN Zheng-Tan. ASYMPTOTIC NORMALITY OF KERNEL ESTIMATES OF A DENSITY FUNCTION UNDER ASSOCIATION DEPENDENCE[J]. Acta mathematica scientia,Series B, 2003, 23(3): 345-.

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ASYMPTOTIC NORMALITY OF KERNEL ESTIMATES OF A DENSITY FUNCTION UNDER ASSOCIATION DEPENDENCE

ASYMPTOTIC NORMALITY OF KERNEL ESTIMATES OF A DENSITY FUNCTION UNDER ASSOCIATION DEPENDENCE

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