Acta mathematica scientia,Series B ›› 2010, Vol. 30 ›› Issue (3): 733-738.doi: 10.1016/S0252-9602(10)60074-4

• Articles • Previous Articles     Next Articles

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

 LIU Yan-Yan, ZHANG Yan-Li   

  1. 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

Abstract:

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.

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

CLC Number: 

  • 62G07
Trendmd