On convergence and convolutions of random signed measures
Let \(\mu_n\) be a sequence of random signed measures on the group \(G\) equal to either \(\mathbb{R}^d\) or the \(d\)-dimensional Torus \(T^d\). There are proved two general theorems stating that if \(\mu_n\) converges in some weak sense and a function \(K\) on \(G\) belongs to an appropriately chosen Sobolev or Besov space then the convolution \(\mu_n*K\) converges in law, in probability or almost surely in the Banach spaces \(C_0(G)\) or \(L^p(G)\). Using them convergence of distributional derivatives of \(\mu_n*K\) is also established. Examples for \(\mu_n\) covered are empirical processes (possibly arising from dependent data) and random signed measures defined by nonparametric kernel or wavelet based density estimators. An application of the general theorems to convolutions of density estimators is studied in detail. In particular, recent results of \textit{A. Schick} and \textit{W. Wefelmeyer} [J. Nonparametric Stat. 16, No. 6, 925--935 (2004; Zbl 1062.62065)] and \textit{E. Giné} and \textit{D. M. Mason} [Ann. Stat. 35, No. 3, 1105--1145 (2007; Zbl 1175.60017)] are extended and put into a general scheme.
- Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type
- Combinatorial methods in density estimation
- Donsker-type theorems for nonparametric maximum likelihood estimators
- Estimating Densities of Functions of Observations
- scientific article; zbMATH DE number 3870002 (Why is no real title available?)
- scientific article; zbMATH DE number 4080153 (Why is no real title available?)
- scientific article; zbMATH DE number 3716479 (Why is no real title available?)
- scientific article; zbMATH DE number 49190 (Why is no real title available?)
- scientific article; zbMATH DE number 803197 (Why is no real title available?)
- scientific article; zbMATH DE number 3383043 (Why is no real title available?)
- Invariance principles for absolutely regular empirical processes
- Invariant tests for uniformity on compact Riemannian manifolds based on Sobolev norms
- On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
- Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
- Rootnconsistent density estimators for sums of independent random variables
- Uniform Central Limit Theorems
- Uniform central limit theorems for kernel density estimators
- Uniform limit theorems for wavelet density estimators
- Wavelets, approximation, and statistical applications
- New look at Gleason's theorem for signed measures
- Uniform convergence of convolution estimators for the response density in nonparametric regression
- Non standard behavior of density estimators for functions of independent observations
- Fast nonparametric estimation for convolutions of densities
- scientific article; zbMATH DE number 4209211 (Why is no real title available?)
- Estimation of convolution in the model with noise
- Nonparametric Bernstein-von Mises theorems in Gaussian white noise
- Uniform central limit theorems for the Grenander estimator
- Limit theorems for entropic optimal transport maps and Sinkhorn divergence
- Limit distribution theory for smooth \(p\)-Wasserstein distances
- Estimation for the convolution of several multidimensional densities
This page was built for publication: On convergence and convolutions of random signed measures
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1014058)
