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- W3139451570 abstract "We consider the nonparametric estimation of the multivariate probability density function and its partial derivative with a support on nonnegative axis by dependent data. We use the class of kernel estimators with asymmetric gamma kernel functions. The gamma kernels are nonnegative; they may change their shape depending on the position on the semi-axis and possess good boundary properties for a wide class of densities. Asymptotic estimates of the multivariate density and of its partial derivatives such as biases, variances, and covariances are derived. The optimal bandwidth of both estimates is obtained as a minimum of the mean integrated squared error (MISE) by dependent data with a strong mixing. Optimal convergence rates of the MISE both for the density and its derivative are found." @default.
- W3139451570 created "2021-03-29" @default.
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- W3139451570 date "2021-03-22" @default.
- W3139451570 modified "2023-10-16" @default.
- W3139451570 title "Nonparametric Estimation of Multivariate Density and its Derivative by Dependent Data Using Gamma Kernels" @default.
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- W3139451570 doi "https://doi.org/10.1007/s10958-021-05325-2" @default.
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