Properties of uniform consistency of the kernel estimators of density and regression functions under dependence assumptions
- 1 September 1992
- journal article
- research article
- Published by Taylor & Francis in Stochastics and Stochastic Reports
- Vol. 40 (3-4) , 147-168
- https://doi.org/10.1080/17442509208833786
Abstract
The paper contains exponential inequalities for dependent random variables. As a measure of dependence we use φand ρ-mixing coefficients, the last one being based on the maximal coefficient of correlation. These results allow us to study the problem of uniform strong convergence for the kernel estimators of a density and for a kernel predictor for stochastic processes. Our uniform consistency theorems extend some known resultsKeywords
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