On the rate of convergence of recursive kernel estimates of probability densities
Khaled I. Abdul-al · Canadian Journal of Statistics · 1988
Abstract Recursive estimates fnr(x)of the rth derivative fr(x)(r=0,1)of the univariate probability density f(x) for strictly stationary processes {Xj,} are considered. The asymptotic variance‐covariance of fnr(x)is established for stationary triangular arrays of random variables satisfying various asymptotic independence‐uncorrelatedness conditions.