Acta mathematica scientia, Series B >
THE CONSISTENCY AND ASYMPTOTIC NORMALITY OF NEAREST NEIGHBOR DENSITY ESTIMATOR UNDER α- |MIXING CONDITION
Received date: 2007-09-16
Revised date: 2008-03-22
Online published: 2010-05-20
Supported by
Sponsored by the National Natural Science Foundation of China 10771163
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
LIU Yan-Yan , ZHANG Yan-Li . THE CONSISTENCY AND ASYMPTOTIC NORMALITY OF NEAREST NEIGHBOR DENSITY ESTIMATOR UNDER α- |MIXING CONDITION[J]. Acta mathematica scientia, Series B, 2010 , 30(3) : 733 -738 . DOI: 10.1016/S0252-9602(10)60074-4
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