Strong consistency of Kernel density estimates for Markov chains failure rates

Autor:	C. C. Y. Dorea, G. S. Atuncar, C. R. Gonçalves
Rok vydání:	2006
Předmět:	Statistics and Probability Combinatorics Markov kernel Markov chain Variable kernel density estimation Kernel (statistics) Statistics Kernel density estimation Strong consistency Estimator Multivariate kernel density estimation Mathematics
Zdroj:	Statistical Inference for Stochastic Processes. 11:1-10
ISSN:	1572-9311 1387-0874
DOI:	10.1007/s11203-006-9003-7
Popis:	For a homogeneous and uniformly ergodic Markov chain, with transition kernel \(P(x, A) = \int_{A} f(y|x)\hbox{d}y, x \in E \subset R^{d}\), we analyse some reliability measures and failure rates associated with the transition probabilities. Sufficient conditions for strong consistency are obtained for estimates based on kernel density estimators.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::27a78d7e61afd637e0a320075282c459 https://doi.org/10.1007/s11203-006-9003-7 Zobrazit plný text záznamu Full text from SpringerLink