LI Yongming, YANG Shanchao. Asymptotic Normality of the Recursive Kernel Estimate of a Probability Density Function under Negatively Associated[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(4): 383-393.
Citation:
LI Yongming, YANG Shanchao. Asymptotic Normality of the Recursive Kernel Estimate of a Probability Density Function under Negatively Associated[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(4): 383-393.
LI Yongming, YANG Shanchao. Asymptotic Normality of the Recursive Kernel Estimate of a Probability Density Function under Negatively Associated[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(4): 383-393.
Citation:
LI Yongming, YANG Shanchao. Asymptotic Normality of the Recursive Kernel Estimate of a Probability Density Function under Negatively Associated[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(4): 383-393.
Asymptotic Normality of the Recursive Kernel Estimate of a Probability Density Function under Negatively Associated
Let X1,… ,Xn be negatively associated (NA) random samples from an unknown density function f(x). The recursive kernel density function estimator can be obtained by putting f_n(x)=\frac1n \sum_j=1^n h_j^-1 K\left(\fracx-X_jh_j\right). In the paper, we will discuss the asymptotic normality for density estimator fn(x) under suitable condition.