Central limit theorems for local empirical processes near boundaries of sets

DOI10.3150/10-BEJ283zbMath1248.60030arXiv1104.4220MaRDI QIDQ453287

John H. J. Einmahl, Estate V. Khmaladze

Publication date: 19 September 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.4220

zbMATH Keywords

weak convergenceconvex bodylocal empirical processGaussian behaviorset boundarydifferentiation of sets

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17) Abstract differentiation theory, differentiation of set functions (28A15)

Related Items

Cube root weak convergence of empirical estimators of a density level set ⋮ Fold-up derivatives of set-valued functions and the change-set problem: a survey ⋮ Differentiation of sets -- the general case ⋮ A conversation with Estate V. Khmaladze ⋮ Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Gaussian approximation of local empirical processes indexed by functions
• Minimax theory of image reconstruction
• Local empirical processes near boundaries of convex bodies
• Probability inequalities for empirical processes and a law of the iterated logarithm
• A moment estimator for the index of an extreme-value distribution
• Cube root asymptotics
• Differentiation of sets in measure
• A strong invariance theorem for the tail empirical process
• The length of the shorth
• The excess-mass ellipsiod
• Generalized quantile processes
• The a.s. behavior of the weighted empirical process and the LIL for the weighted tail empirical process
• The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
• Poisson and Gaussian approximation of weighted local empirical processes
• Local invariance principles and their application to density estimation
• Functional laws of the iterated logarithm for local empirical processes indexed by sets
• Best attainable rates of convergence for estimators of the stable tail dependence function
• A local Steiner-type formula for general closed sets and applications
• Discontinuous versus smooth regression
• A uniform functional law of the logarithm for the local empirical process.
• Weak convergence and empirical processes. With applications to statistics
• Asymptotic normality of extreme value estimators on \(C[0,1\)]
• Nonstandard functional laws of the iterated logarithm for tail empirical and quantile processes
• A tail empirical process approach to some nonstandard laws of the iterated logarithm
• A nonparametric approach to the estimation of lengths and surface areas
• Excess Mass Estimates and Tests for Multimodality
• Stochastic and Integral Geometry
• Asymptotic Statistics
• Goodness of fit tests for “Chimeric” alternatives
• Boundary estimation based on set-indexed empirical processes
• Robust Estimates of Location: Survey and Advances
• All of Nonparametric Statistics
• On weak convergence of random fields

This page was built for publication: Central limit theorems for local empirical processes near boundaries of sets