Abstract
A dependence condition weaker than the strong mixing condition is formulated. Kernel density estimates of stationary sequences satisfying this condition are investigated. The uniform convergence of the estimates is obtained under weak assumptions. The trade off between the rates at which the bandwidths and dependence coefficients tend to zero is explicitly determined. A method to estimate the rate of decay of the dependence coefficients is also proposed.
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Pham, T.D., Tran, L.T. (1991). Kernel Density Estimation under a Locally Mixing Condition. In: Roussas, G. (eds) Nonparametric Functional Estimation and Related Topics. NATO ASI Series, vol 335. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-3222-0_32
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DOI: https://doi.org/10.1007/978-94-011-3222-0_32
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