Acta mathematica scientia,Series B ›› 2003, Vol. 23 ›› Issue (3): 345-.

• Articles • Previous Articles     Next Articles

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

 LIN Zheng-Tan   

  1. 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)

Abstract:

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.

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

CLC Number: 

  • 62G05
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