truncated dependent model.

We also apply the strong approximation results to study the integrated square error

properties of the kernel density estimators under the truncated dependent scheme....

We provide an asymptotic expansion for mean integrated error (MISE)

of nonlinear wavelet-based estimators with negatively dependent

random variables. Our technique is analogous to that of Hall and Patil

[7] ...

for the strong uniform consistency of kernel density

estimators. We also make use of this strong approximation to study the weak

convergence and integrated squared error properties of these estimators. We

conclude by extending our results...