CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
非对称核密度估计与平滑直方图的一致性及收入数据应用
We consider asymmetric kernel density estimators and smoothed histograms when the unknown probability density function f is defined on [0,+∞). Uniform weak consistency on each compact set in [0,+∞) is proved for these estimators when f is continuous on its support. Weak convergence in L1 is also established. We further prove that the asymmetric kernel density estimator and the smoothed histogram converge in probability to infinity at x = 0 when the density is unbounded at x…