CAI Zongwu, . UNIFORM STRONG CONVERGENCE AND RATES FOR THE KERNEL ESTIMATORS OF A DISTRIBUTION FUNCTION AN D A REGRESSION FUNCTION UNDER WEAKLY DEPENDENT ASSUMPTIONS[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(1): 11-17.
Citation: CAI Zongwu, . UNIFORM STRONG CONVERGENCE AND RATES FOR THE KERNEL ESTIMATORS OF A DISTRIBUTION FUNCTION AN D A REGRESSION FUNCTION UNDER WEAKLY DEPENDENT ASSUMPTIONS[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(1): 11-17.

UNIFORM STRONG CONVERGENCE AND RATES FOR THE KERNEL ESTIMATORS OF A DISTRIBUTION FUNCTION AN D A REGRESSION FUNCTION UNDER WEAKLY DEPENDENT ASSUMPTIONS

  • Let X1, X2, …be a sequence of random variables with unknown distribution function Fx). A kernel estimator of Fx) 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.
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