The limiting distribution of the maximal deviation of a density estimate and a hazard rate estimate

DOI10.1007/BF00344718zbMath0591.62029MaRDI QIDQ1074975

John van Ryzin, Regina Y. Liu

Publication date: 1986

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

zbMATH Keywords

order statisticsGaussian processrandom censoringgoodness-of-fitlimiting distributionscompact intervaldensity estimatorlarge sample theoryuniform confidence bandshazard rate estimatornormalized maximal deviationrandom spacings

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Large deviations (60F10)

Cites Work

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• Rate of strong uniform convergence of k-NN density estimates
• The oscillation behavior of empirical processes
• On some global measures of the deviations of density function estimates
• The almost sure representation of intermediate order statistics
• Uniform consistency of a histogram density estimator and modal estimation
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• A histogram method of density estimation
• Upcrossing Probabilities for Stationary Gaussian Processes

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