Almost optimal convergence rates for kernel density estimation under association

Exponential inequalities for associated variables are derived under an assumption milder than the absolute continuity of joint distributions of the sample variables. This inequality is used to prove convergence rates for the kernel estimator for the density which are just slightly slower than the op...

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Detalhes bibliográficos
Autor principal: Henriques, Carla (author)
Outros Autores: Oliveira, Paulo Eduardo (author)
Formato: other
Idioma:eng
Publicado em: 2004
Assuntos:
Texto completo:http://hdl.handle.net/10316/11422
País:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/11422
Descrição
Resumo:Exponential inequalities for associated variables are derived under an assumption milder than the absolute continuity of joint distributions of the sample variables. This inequality is used to prove convergence rates for the kernel estimator for the density which are just slightly slower than the optimal rates known form independent samples.