Estimation of the Mean Measure Density of a Discrete Random Measure Through Associated Sequences of Observations
作者:
Dominique Ferrieux,
期刊:
Statistics
(Taylor Available online 1999)
卷期:
Volume 33,
issue 2
页码: 129-152
ISSN:0233-1888
年代: 1999
DOI:10.1080/02331889908802688
出版商: Gordon & Breach Science Publishers
关键词: Random measure;kernel estimator;association;mean measure
数据来源: Taylor
摘要:
To estimate the densityfof the mean measure of a discrete random measureη, the sequence of the observed random measures is usually supposed to be independent. In this paper, that sequence is associated: this definition is a particular case of association of probability measure on a partially ordered Polish space (Lindqvist [18]). The kernel estimator offconverges in probability and almost surely, pointwise and uniformly, under second-order moment conditions onηnand on the sequence (hn) of the window-widths of the estimator.
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