Kernel density estimators: convergence in distribution for weighted sup-norms

DOI10.1007/S00440-004-0339-XzbMath1048.62041OpenAlexW2045367448MaRDI QIDQ1884724

Lyudmila Sakhanenko, Vladimir I. Koltchinskii, Evarist Giné M.

Publication date: 5 November 2004

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-004-0339-x

zbMATH Keywords

convergence in distributionweighted sup-norm

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15)

Related Items (15)

On sufficient conditions for a Gaussian approximation of kernel estimates for distribution densities ⋮ Confidence bands in density estimation ⋮ Multiscale methods for shape constraints in deconvolution: confidence statements for qualitative features ⋮ Asymptotics of Suprema of Weighted Gaussian Fields with Applications to Kernel Density Estimators ⋮ Confidence regions for the intensity function of a cyclic Poisson process ⋮ Global uniform risk bounds for wavelet deconvolution estimators ⋮ Local regression distribution estimators ⋮ Convergence in distribution for the sup-norm of a kernel density estimator for GARCH inno\-va\-tions ⋮ Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates ⋮ Limit laws on extremes of nonhomogeneous Gaussian random fields ⋮ On confidence bands for multivariate nonparametric regression ⋮ Unnamed Item ⋮ A review of uncertainty quantification for density estimation ⋮ The best constants in the multiple Khintchine inequality ⋮ Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data

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• Local invariance principles and their application to density estimation
• Weighted uniform consistency of kernel density estimators.
• On some global measures of the deviations of density function estimates
• An approximation of partial sums of independent RV'-s, and the sample DF. I

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