Asymptotic Normality of the Nearest Neighbor Density Estimators under Strong Mixing Samples

摘要

In this paper, the asymptotic normality of a nearest neighbor density estimator under an a-mixing sample is studied. The authors obtain the asymptotic normality of the estimator with an explicit form of the asymptotic variance,which is used to construct the asymptotic confidence interval for a probability density function under an α-mixing sample.