Abstract:

This paper deals with a kind of recursive density kernel estimator for unknown probability density function based on widely orthant dependent (WOD) sample. By the Rosenthaltype inequality for WOD sequence, we studied the pointwise strong consistency for the given estimator under suitable conditions. As application, the consistency of the failure rate function estimator was discussed.

Key words: widely orthant dependent (WOD) sample, recursive kerenl estimator, failure rate function, pointwise strong consistency