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The uniformly strong consistency of kernel-type distribution estimator under asymptotically almost negatively associated samples

Shipeng Wu ,

School of Statistics, Shanxi University of Finance and Economics, Taiyuan, People's Republic of China

Yi Wu ,

School of Big Data and Artificial Intelligence, Chizhou University, Chizhou, People's Republic of China

Wenzhi Yang ,

School of Big Data and Statistics, Anhui University, Hefei, People's Republic of China

wzyang@ahu.edu.cn

Xuejun Wang

School of Big Data and Statistics, Anhui University, Hefei, People's Republic of China

Pages | Received 18 Dec. 2023, Accepted 22 Mar. 2025, Published online: 09 Apr. 2025,
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This paper studies the kernel-type distribution estimator based on asymptotically almost negatively associated (AANA, for short) samples. The rate of uniformly strong consistency is established under some mild conditions. As applications, the uniformly strong convergence rates of kernel-type density estimator and kernel-type hazard rate estimator are also obtained. Some Monte Carlo simulations are presented to illustrate the finite sample performance of the kernel method. Finally, a real data analysis of Alibaba stock returns data is used to illustrate the usefulness of the proposed methodology.

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To cite this article: Shipeng Wu, Yi Wu, Wenzhi Yang & Xuejun Wang (2025) The uniformly strong consistency of kernel-type distribution estimator under asymptotically almost negatively associated samples, Statistical Theory and Related Fields, 9:2, 124-140, DOI: 10.1080/24754269.2025.2484980 To link to this article: https://doi.org/10.1080/24754269.2025.2484980