In this paper, one uses the idea of Cauchy-transformation to construct a Cauchy-transformation kernel density estimator underlying the condition of strong mixing. The uniformly strong consistency and convergence rates of the proposed estimator are obtained underlying the papers of Cai and Roussas [1] and Kim and Lee [6]. The proposed estimator can improve the boundary effects of the empirical (or uniform)-transformation kernel density estimator in the boundary area. Besides, the proposed estimator can also be applied to estimate the hazard function.
Relation:
Applied Mathematics & Information Sciences, v.7 n.1, pp.5-9
