The oscillation behavior of empirical processes: The multivariate case (Q789842): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aop/1176993295 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2032369139 / rank | |||
Normal rank | |||
Latest revision as of 00:10, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The oscillation behavior of empirical processes: The multivariate case |
scientific article |
Statements
The oscillation behavior of empirical processes: The multivariate case (English)
0 references
1984
0 references
In this paper sharp finite sample estimates and exact almost sure limit results for local deviations of multivariate empirical processes are derived. These are applied to get exact convergence rates of multivariate kernel density estimators. Also the possibility of studying so-called copula processes is discussed.
0 references
sharp finite sample estimates
0 references
exact almost sure limit results
0 references
local deviations of multivariate empirical processes
0 references
oscillation modulus
0 references
regression function
0 references
exact convergence rates of multivariate kernel density estimators
0 references
copula processes
0 references
