THE CONSISTENCY AND ASYMPTOTIC NORMALITY OF NEAREST NEIGHBOR DENSITY ESTIMATOR UNDER α- |MIXING CONDITION

doi:10.1016/S0252-9602(10)60074-4

数学物理学报(英文版) ›› 2010, Vol. 30 ›› Issue (3): 733-738.doi: 10.1016/S0252-9602(10)60074-4

THE CONSISTENCY AND ASYMPTOTIC NORMALITY OF NEAREST NEIGHBOR DENSITY ESTIMATOR UNDER α- |MIXING CONDITION

刘妍岩, 张艳丽

School of Mathematics and Statistics, Wuhan University, Wuhan 430072, |China|Institute of Statistics and Actuary, Shandong Economic University, Jinan |250014, China

收稿日期:2007-09-16 修回日期:2008-03-22 出版日期:2010-05-20 发布日期:2010-05-20
基金资助:
Sponsored by the National Natural Science Foundation of China 10771163

THE CONSISTENCY AND ASYMPTOTIC NORMALITY OF NEAREST NEIGHBOR DENSITY ESTIMATOR UNDER α- |MIXING CONDITION

LIU Yan-Yan, ZHANG Yan-Li

School of Mathematics and Statistics, Wuhan University, Wuhan 430072, |China|Institute of Statistics and Actuary, Shandong Economic University, Jinan |250014, China

Received:2007-09-16 Revised:2008-03-22 Online:2010-05-20 Published:2010-05-20
Supported by:
Sponsored by the National Natural Science Foundation of China 10771163

摘要/Abstract

摘要：

We investigate the consistency and asymptotic normality of nearest-neighbor density estimator of a sample data process based on α-mixing assumption. We extend the correspondent result under independent identical cases.

关键词: NN-estimator, α-mixing, consistency, asymptotic normality

Abstract:

Key words: NN-estimator, α-mixing, consistency, asymptotic normality

中图分类号:

62G07

刘妍岩, 张艳丽. THE CONSISTENCY AND ASYMPTOTIC NORMALITY OF NEAREST NEIGHBOR DENSITY ESTIMATOR UNDER α- |MIXING CONDITION[J]. 数学物理学报(英文版), 2010, 30(3): 733-738.

LIU Yan-Yan, ZHANG Yan-Li. THE CONSISTENCY AND ASYMPTOTIC NORMALITY OF NEAREST NEIGHBOR DENSITY ESTIMATOR UNDER α- |MIXING CONDITION[J]. Acta mathematica scientia,Series B, 2010, 30(3): 733-738.

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THE CONSISTENCY AND ASYMPTOTIC NORMALITY OF NEAREST NEIGHBOR DENSITY ESTIMATOR UNDER α- |MIXING CONDITION

THE CONSISTENCY AND ASYMPTOTIC NORMALITY OF NEAREST NEIGHBOR DENSITY ESTIMATOR UNDER α- |MIXING CONDITION

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