Abstract:
Let
X1,
X2, …be a sequence of random variables with unknown distribution function
F(
x). A kernel estimator of
F(
x) was suggested by Yamato. Ohai (1988) considered the strong consistency and rates for the estimator under
φ-mixing condition. In the paper, we study the uniform strong convergency of the estimator under
φ-mixing and
a-mixing assumptions and the rate of the uniform strong convergence for the estimator under
α-mixing assumption. Our conditions are weaker than those of Ohai (1988) and some results are as same as i. i. d, case.
Again, lot (
X1,
Y1), (
X2,
Y2), … be a sequence of
p-mixing random variables. We discuss the strong consistency and rates for recursivo kernel estimator of rogression function.