BERRY-ESSEEN TYPE BOUND FOR DENSITY ESTIMATORS OF STATIONARY MARKOV PROCESSES - Collections

＜journal article＞
BERRY-ESSEEN TYPE BOUND FOR DENSITY ESTIMATORS OF STATIONARY MARKOV PROCESSES

Creator	Creator Name Rao, B. L. S. Prakasa Affiliation Affiliation Name Centre de Recherches Mathematiques, Universite de Montreal
Language	English
Publisher	Research Association of Statistical Sciences
Publisher	統計科学研究会
Date	1977-03
Source Title	Bulletin of Mathematical Statistics
Vol	17
Issue	3/4
First Page	15
Last Page	21
Publication Type	Version of Record
Access Rights	open access
Crossref DOI	https://doi.org/10.5109/13110
Related DOI	Bulletin of mathematical statistics \|\| 17(3/4) \|\| p15-21
	統計数理研究 \|\| 17(3/4) \|\| p15-21
	http://bic.math.kyushu-u.ac.jp/
Related URI	Bulletin of mathematical statistics \|\| 17(3/4) \|\| p15-21
	統計数理研究 \|\| 17(3/4) \|\| p15-21
	http://bic.math.kyushu-u.ac.jp/
Relation	Bulletin of mathematical statistics \|\| 17(3/4) \|\| p15-21
	統計数理研究 \|\| 17(3/4) \|\| p15-21
	http://bic.math.kyushu-u.ac.jp/
Abstract	Berry-Esseen type bound for the distribution function of a density estimator of kernel type is obtained when the observations are from a stationary Markov process. It is shown that the bound is of the... order $ 0(n^{-1/3+\tau}) $ for any $ \tau>0 $ under some conditions.show more

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