The oscillation behavior of empirical processes

From MaRDI portal
Publication:1166831


DOI10.1214/aop/1176993915zbMath0489.60038MaRDI QIDQ1166831

Winfried Stute

Publication date: 1982

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993915


62G05: Nonparametric estimation

60F15: Strong limit theorems

60G17: Sample path properties


Related Items

Some results on increments of the partially observed empirical process, Functional laws of the iterated logarithm for small increments of empirical processes, Strong limit theorems for oscillation moduli of the uniform empirical process, Sharp rates of convergence of maximum likelihood estimators in nonparametric models, Nonparametric estimation of quantile density function for truncated and censored data, A general kernel functional estimator with general bandwidth—strong consistency and applications, Nonstandard strong laws for local quantile processes, Multivariate stability and strong limiting behaviour of intermediate order statistics, Bootstrap approximation of nearest neighbor regression function estimates, A strong limit theorem for the oscillation modulus of the uniform empirical quantile process, Strong laws for density estimators of Bernstein type, Rate of strong uniform convergence of k-NN density estimates, On a class of stopping times for M-estimators, The limiting distribution of the maximal deviation of a density estimate and a hazard rate estimate, Central limit theorem for perturbed empirical distribution functions evaluated at a random point, Rates of growth and sample moduli for weighted empirical processes indexed by sets, Rates of convergence for classes of functions: The non-i.i.d. case, Rates of convergence for the distance between distribution function estimators, Parameter estimation in smooth empirical processes, Asymptotically efficient estimation of the sparsity function at a point, The almost sure behavior of the oscillation modulus of the multivariate empirical process, On some representations of the bootstrap, Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap, Nonparametric estimation of survival curve under dependent censorship, Empirical processes indexed by smooth functions, Bootstrap optimal bandwidth selection for kernel density estimates, Edgeworth expansions for studentized and prepivoted sample quantiles, Asymptotic deviations between perturbed empirical and quantile processes, Strong limit theorems for osciallation moduli of PL-process and cumulative hazard process under truncation and censorship with applications, A strong representation of the product-limit estimator for left truncated and right censored data, The almost sure behavior of the oscillation modulus for PL-process and cumulative hazard process under random censorship, Two-dimensional Bernstein polynomial density estimators, Bootstrap by sequential resampling, Sparse consistency and smoothing for multinomial data, Strong laws for local quantile processes, Asymptotic behavior of the Lipschitz-1/2 modulus of the PL-process for truncated and censored data., Some more results on increments of the partially observed empirical process., Chung-Smirnov property for smoothed distribution function estimator under random censorship, Asymptotic normality of the nearest neighbor hazard estimates, Transfer of tail information in censored regression models, Bivariate density estimation with randomly truncated data., Random fractals generated by oscillations of the uniform empirical process, Aligned rank statistics for repeated measurement models with orthonormal design, employing a Chernoff-Savage approach, Weak and strong quantile representations for randomly truncated data with applications,, On residual empirical processes of stochastic regression models with applications to time series, On the law of the logarithm for density estimators, Bahadur representation of the kernel quantile estimator under truncated and censored data., Strong approximation of quantile processes by iterated Kiefer processes., A uniform functional law of the logarithm for the local empirical process., Convergence of increments for cumulative hazard function in a mixed censorship -truncation model with application to hazard estimators, A short and elementary proof of the main Bahadur-Kiefer theorem, Sequential confidence bands for densities, The asymptotic law of the local oscillation modulus of the empirical process, Empirical likelihood for the difference of quantiles under censorship, On false discovery control under dependence, Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes, Nonparametric checks for single-index models, Uniform in bandwidth consistency of kernel-type function estimators, Strong laws for the maximal k-spacing when k?c log n, Uniform strong convergence results for the conditional kaplan-meier estimator and its quantiles, Bootstrap approximation with censored data under the proportional hazard model, Estimating the density of a copula function, Grade estimation of chi-square divergence, Aplicacion de la suavizacion no parametrica del tipo «K-puntos proximos» a modelos de regresion lineal, Nonparametric prediction intervals for explosive ar(1)-processes, Quantile estimation in the proportional hazards model of random censorship, Chung–Smirnov property for Bernstein estimators of distribution functions, On the construction of nonparametric density function estimators using the bootstrap, A note on proving that the (modified) bootstrap works, Sequential fixed-width confidence intervals for a nonparametric density function, Kiefer's theorem via the Hungarian construction