Strong consistency of density estimation by orthogonal series methods for dependent variables with applications

Author:

Ahmad Ibrahim A.

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Reference10 articles.

1. Billingsley, P. (1968).Convergence of Probability Measures. Wiley, New York.

2. Cencov, N. N. (1962). Estimation of an unknown density function from observations,Dokl. Akad. Nauk, SSSR,147, 45–48 (in Russian).

3. Dvoretzky, A. (1972). Asymptotic normality for sums of dependent random variables,Proc. Sixth Berkeley Symp. Math. Statist. Prob.,2, 513–535.

4. Hoeffding, W. (1963). Probability inequalities for sums of bounded random variables,J. Amer. Statist. Ass.,58, 13–30.

5. Ibragimov, I. A. and Linnik, Yu, V. (1971).Independent and Stationary Sequences of Random Variables, Walters-Noordhoff, the Netherlands.

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