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Some Inequalities for Strong Mixing Random Variables with Applications to Density Estimation by Yongming Li; Shanchao Yang; Chengdong Wei is a Mathematics article available to read on EtoBox.

What is Some Inequalities for Strong Mixing Random Variables with Applications to Density Estimation about?

In this paper, we establish an inequality of the characteristic functions for strongly mixing random vectors, by which, an upper bound is provided for the supremum of the absolute value of the difference of two multivariate probability density functions based on strongly mixing random vectors. As its application, we consider the consistency and asymptotic normality of a kernel estimate of a density function under strong mixing. Our results generalize some known results in the literature.

Who reads Some Inequalities for Strong Mixing Random Variables with Applications to Density Estimation?

Author

Yongming Li; Shanchao Yang; Chengdong Wei

Publisher

Elsevier Science; Elsevier ; Elsevier BV (ISSN 0167-7152)

Published

2011

Language

EN

Field

Mathematics (Physical Sciences)