The oscillation behavior of empirical processes: The multivariate case (Q789842): Difference between revisions
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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 |
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The oscillation behavior of empirical processes: The multivariate case (English)
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1984
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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.
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sharp finite sample estimates
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exact almost sure limit results
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local deviations of multivariate empirical processes
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oscillation modulus
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regression function
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exact convergence rates of multivariate kernel density estimators
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copula processes
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