Article ID: | iaor19983104 |
Country: | Germany |
Volume: | 45 |
Issue: | 3 |
Start Page Number: | 225 |
End Page Number: | 234 |
Publication Date: | Jan 1997 |
Journal: | Metrika |
Authors: | Dewan I., Prakasa Rao B.L.S. |
A strong law of large numbers for a triangular array of strictly stationary associated random variables is proved. It is used to derive the pointwise strong consistency of kernel type density estimator of the one-dimensional marginal density function of a strictly stationary sequence of associated random variables, and to obtain an improved version of a result by Van Ryzin on the strong consistency of density estimator for a sequence of independent and identically distributed random variables.