NA样本的递归密度估计
Recursive Density Estimation of NA Samples
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摘要: 设\X_n,n\geq 1\是一个严平稳的负相协的随机变量序列, 其概率密度函数为f(x). 本文讨论了f(x)的递归核估计量的联合渐近正态性.Abstract: Let \X_n,n\geq 1\ be a strictly stationary sequence of negatively associated random variables with the marginal probability density function f(x). In this paper, we discuss the point asymptotic normality for recursive kernel density estimator of f(x).