COMPLETE CONSISTENCY FOR RECURSIVE PROBABILITY DENSITY
ESTIMATOR OF WIDELY ORTHANT DEPENDENT SAMPLES
Chenlu Zhuansun
Xiaoxin Li
Abstract: In this paper, we will study the recursive density estimators of the probability density
function for widely orthant dependent (WOD) random variables. The complete
consistency and complete convergence rate are established under some general conditions.
2000 AMS Mathematics Subject Classification: Primary: 62G05; Secondary:
62G20.
Keywords and phrases: Complete consistency, complete convergence rate, recursive
density estimator, widely orthant dependent random variable.