Asymptotics of conditional empirical processes (Q1109453)
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English | Asymptotics of conditional empirical processes |
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Asymptotics of conditional empirical processes (English)
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1988
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The authors investigate asymptotic approximations of estimators of the conditional empirical process of Y given \(X=x\), leading to a functional law of the iterated logarithm. Two estimators are considered, a kernel- type estimator and a nearest-neighbor type estimator. The main results show that the weak behaviour of the conditional empirical processes at a given x is essentially the same as that of the empirical process, although the rates now depend on the bandwidth.
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conditional distribution
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multivariate Wiener process
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stochastic integrals
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U-statistics
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asymptotic approximations of estimators
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functional law of the iterated logarithm
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kernel-type estimator
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nearest- neighbor type estimator
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conditional empirical processes
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bandwidth
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