Title of article
Moment bounds for mixing random variables useful in nonparametric function estimation
Author/Authors
Cox، نويسنده , , Dennis D and Kim، نويسنده , , Tae Yoon، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
8
From page
151
To page
158
Abstract
Bounds for even moments of sums of strong mixing random variables are given which extend existing bounds. The method of proof uses simple facts about strong mixing random variables and combinatorial methods. The bound is particularly useful for triangular arrays with entries decreasing in size. To illustrate this, applications are being discussed to nonparametric kernel estimation with dependent observations.
Keywords
Strong mixing processes , Moment bounds , Nonparametric kernel estimation
Journal title
Stochastic Processes and their Applications
Serial Year
1995
Journal title
Stochastic Processes and their Applications
Record number
1575653
Link To Document