【摘要】 设 {Xn} ∞n =1是一维平稳过程 ,具有公共未知密度f(x) ,在假设过程 {Xn} ∞n =1是α -混合的情形下 ,讨论了基于前n个观测值 {Xi} ni=1的 f(x)的最近邻估计的逐点相合性、一致相合性以及收敛速度更多还原

【Abstract】 Let {X n} ∞ n=1 be one dimensional stationary random sequence with common unknown density function f(x) .It is assumed that {X n} ∞ n=1 is a sequence of α mixing.We study the pointwise consistency,uniform consistency and convergence rate of the nearest neighbor estimation for f(x) which is based on the first n observed values.更多还原