Title of article :
Moment bounds for mixing random variables useful in nonparametric function estimation
Author/Authors :
Cox، نويسنده , , Dennis D and Kim، نويسنده , , Tae Yoon، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Abstract :
Bounds for even moments of sums of strong mixing random variables are given which extend existing bounds. The method of proof uses simple facts about strong mixing random variables and combinatorial methods. The bound is particularly useful for triangular arrays with entries decreasing in size. To illustrate this, applications are being discussed to nonparametric kernel estimation with dependent observations.
Keywords :
Strong mixing processes , Moment bounds , Nonparametric kernel estimation
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications