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Uniformly Consistency of the Cauchy-Transformation Kernel Density Estimation Underlying Strong Mixing |
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PP: 5-9 |
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Author(s) |
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Wann-Jyi Horng,
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Abstract |
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| In this paper, one uses the idea of Cauchy-transformation to construct a Cauchy-transformation kernel density estimator
underlying the condition of strong mixing. The uniformly strong consistency and convergence rates of the proposed estimator are
obtained underlying the papers of Cai and Roussas [1] and Kim and Lee [6]. The proposed estimator can improve the boundary effects
of the empirical (or uniform)-transformation kernel density estimator in the boundary area. Besides, the proposed estimator can also be
applied to estimate the hazard function. |
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