• DocumentCode
    1519991
  • Title

    The L1 and L2 strong consistency of recursive kernel density estimation from dependent samples

  • Author

    Gyorfi, Laszlo ; Masry, Elias

  • Author_Institution
    Hungarian Acad. of Sci., Tech. Univ. of Budapest, Hungary
  • Volume
    36
  • Issue
    3
  • fYear
    1990
  • fDate
    5/1/1990 12:00:00 AM
  • Firstpage
    531
  • Lastpage
    539
  • Abstract
    The L1 and L2 strong consistency of recursive kernel density estimators is established for mixing and ergodic stationary processes. Sharp rates of almost sure convergence are obtained in the L2 case for mixing processes. In addition, the concept and properties of Hilbert space-valued mixingales are developed, and strong laws of large numbers are given
  • Keywords
    convergence; information theory; Hilbert space-valued mixingales; L1 strong consistency; L2 strong consistency; convergence rates; dependent samples; ergodic stationary processes; mixing processes; recursive kernel density estimation; Convergence; Hilbert space; Kernel; Markov processes; Particle measurements; Pattern recognition; Probability density function; Recursive estimation; Space stations; Stability;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/18.54901
  • Filename
    54901
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1519991