The oscillation behavior of empirical processes: The multivariate case (Q789842)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3846666
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The oscillation behavior of empirical processes: The multivariate case |
scientific article; zbMATH DE number 3846666 |
Statements
The oscillation behavior of empirical processes: The multivariate case (English)
0 references
1984
0 references
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.
0 references
sharp finite sample estimates
0 references
exact almost sure limit results
0 references
local deviations of multivariate empirical processes
0 references
oscillation modulus
0 references
regression function
0 references
exact convergence rates of multivariate kernel density estimators
0 references
copula processes
0 references
0.8405168056488037
0 references
0.7944499850273132
0 references
0.7818058133125305
0 references
