Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data

DOI10.1007/S11203-022-09276-6OpenAlexW4287509993MaRDI QIDQ2694801

B. Nemouchi, Salim Bouzebda

Publication date: 4 April 2023

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-022-09276-6

zbMATH Keywords

weak convergenceempirical processesKolmogorov's entropyVC-classessmall ball probabilityfunctional data analysisfunctional regressionkernel-type estimatorsconditional \(U\)-statistic

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (6)

Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds ⋮ Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data ⋮ On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ Weak convergence of the conditional U-statistics for locally stationary functional time series ⋮ Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data

Uses Software

• fda (R)
• KernSmooth

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