相依样本下概率密度函数估计的渐近正态

Asymptotical Normality for the Probability Density Function Estimates Under Dependent Samples

设随机变量 X具有概率密度函数 f (x) ,X1,… ,Xn为 f (x)的样本 ,基于 X1,… ,Xn定义一类 f (x)的估计 fn(x) .本文在 X1,… ,Xn为 α——混合、ρ——混合样本时 ,得到了 fn(x)

Let X be a random variable with density function f,X\-1,...,X\-n be the sample of f . Based on X\-1,...,X\-n we define estimates f\-n(x) of f . When X\-1,...,X\-n are α --mixing, ρ --mixing samples, we obtain the asymptotical normality for f n(x).