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Properties of uniform consistency of the kernel estimators of density and of regression functions under dependence assumptions. (English) Zbl 0770.62032
This article investigates nonparametric kernel estimators for density and regression functions under weakly dependent observations. The author established inequalities for exponential maximal moments of partial sums of ϕ or ρ-mixing sequences and proved uniform consistency results by using the inequalities.
MSC:
62G07Density estimation
62G20Nonparametric asymptotic efficiency