Uniformly Consistency of the Cauchy-Transformation Kernel Density Estimation Underlying Strong Mixing

Wann-Jyi Horng
2013 Applied Mathematics & Information Sciences  
In this paper, one uses the idea of Cauchy-transformation to construct a Cauchy-transformation kernel density estimator underlying the condition of strong mixing. The uniformly strong consistency and convergence rates of the proposed estimator are obtained underlying the papers of Cai and Roussas [1] and Kim and Lee [6] . The proposed estimator can improve the boundary effects of the empirical (or uniform)-transformation kernel density estimator in the boundary area. Besides, the proposed
more » ... the proposed estimator can also be applied to estimate the hazard function.
doi:10.12785/amis/071l02 fatcat:qtakz4ra6jewvl4spf4tyx3j2m