2020•Communication in Statistics- Theory and MethodsRequires access
The consistency and convergence rate for the nearest neighbor density estimator based on φ-mixing random samples
Zhengliang Lu, Shengnan Ding, Fei Zhang, Rui Wang, Xuejun Wang
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Abstract
In this work, we mainly investigate the consistency and strong convergence rate for the nearest neighbor density estimator based on φ-mixing random samples. The weak consistency, complete consistency, the rates of complete consistency and strong consistency for the nearest neighbor estimator of density function based on φ-mixing random samples are established. The results obtained in the article extend some corresponding ones for independent samples.