Nonparametric estimation for stationary and strongly mixing processes on Riemannian manifolds
作者机构:IMSPUniversitéd’Abomey-Calavi(UAC)DangboBenin FASTUniversitéd’Abomey-CalaviAbomey-CalaviBenin UniversitéGaston BergerDakarSenegal
出 版 物:《Communications in Mathematics and Statistics》 (数学与统计通讯(英文))
年 卷 期:2022年第10卷第4期
页 面:599-621页
核心收录:
学科分类:07[理学] 0701[理学-数学] 070101[理学-基础数学]
主 题:Riemannian manifolds Nonparametric estimation Kernel density estimation Stationary and strongly mixing processes Strong consistency
摘 要:In this paper,nonparametric estimation for a stationary strongly mixing and manifoldvalued process(X_(j))is *** this non-Euclidean and not necessarily i.i.d setting,we propose kernel density estimators of the joint probability density function,of the conditional probability density functions and of the conditional expectations of functionals of X_(j)given the past behavior of the *** prove the strong consistency of these estimators under sufficient conditions,and we illustrate their performance through simulation studies and real data analysis.