ASYMPTOTIC NORMALITY OF KERNEL ESTIMATES OF A DENSITY FUNCTION UNDER ASSOCIATION DEPENDENCE

ASYMPTOTIC NORMALITY OF KERNEL ESTIMATES OF A DENSITY FUNCTION UNDER ASSOCIATION DEPENDENCE

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摘要 Let {Xn, n≥1} be a strictly stationary sequence of random variables, which are either associated or negatively associated, f(.) be their common density. In this paper, the author shows a central limit theorem for a kernel estimate of f(.) under certain regular conditions. Let {Xn, n≥1} be a strictly stationary sequence of random variables, which are either associated or negatively associated, f(.) be their common density. In this paper, the author shows a central limit theorem for a kernel estimate of f(.) under certain regular conditions.

作者林正炎

机构地区 Department of Mathematics

出处《Acta Mathematica Scientia》 SCIE CSCD 2003年第3期345-350,共6页 数学物理学报（B辑英文版）

基金 NSFC(10131040),SRFDP (2002335090)and KRF(D00008)

关键词 Associated random variables negatively associated random variables kernel estimate of a density function central limit theorem Associated random variables negatively associated random variables kernel estimate of a density function central limit theorem

分类号 O211 [理学—概率论与数理统计]

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参考文献11

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Acta Mathematica Scientia

2003年第3期

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ASYMPTOTIC NORMALITY OF KERNEL ESTIMATES OF A DENSITY FUNCTION UNDER ASSOCIATION DEPENDENCE

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