CONVERGENCE RATE OF ESTIMATES OF PROBABILITY DENSITY FUNCTION AND ITS DERIVATIVES
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Graphical Abstract
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Abstract
In this paper, we obtain the strong uniform convergence rate δn(r) of estimatis of probability density f(x) and its derivatives f(r)(x), here \begingathered\delta_n(r)=\sup _-\infty<\infty<\infty\left|\hatf_n^(r)(x)-f^(r)(x)\right|, \hatf_n^(r)(x)=\frac1n \pi \sum_k=1^n\left\frac\sin \left\left(x-\infty_k\right) \varphi(n)\rightx-x_k\right_0^(r), \\ (r=0,1,2, \cdots),\endgathered, xk(k=1, 2,…, n) are i.i.d. samples drawn from a population with density f(x), \varphi(n)>0, \lim _i \rightarrow \infty \varphi(n)=\infty,The asymptotic normalities are discussed.
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