The oscillation behavior of empirical processes
From MaRDI portal
Publication:1166831
DOI10.1214/aop/1176993915zbMath0489.60038OpenAlexW2000475131MaRDI QIDQ1166831
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
Related Items
Multivariate stability and strong limiting behaviour of intermediate order statistics, Strong approximation of quantile processes by iterated Kiefer processes., 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, Kiefer's theorem via the Hungarian construction, A uniform functional law of the logarithm for the local empirical process., Rates of convergence for classes of functions: The non-i.i.d. case, Rates of convergence for the distance between distribution function estimators, The asymptotic law of the local oscillation modulus of the empirical process, A class of transformed hazards models for recurrent gap times, Two-dimensional Bernstein polynomial density estimators, Parameter estimation in smooth empirical processes, A general kernel functional estimator with general bandwidth—strong consistency and applications, Prediction via the Quantile-Copula Conditional Density Estimator, Convergence of increments for cumulative hazard function in a mixed censorship -truncation model with application to hazard estimators, On sufficient conditions for a Gaussian approximation of kernel estimates for distribution densities, 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, Quantile estimation in the proportional hazards model of random censorship, Unnamed Item, Complex sampling designs: uniform limit theorems and applications, Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap, Bootstrap by sequential resampling, Nonparametric estimation of survival curve under dependent censorship, Sparse consistency and smoothing for multinomial data, Uniform-in-bandwidth functional limit laws, A short and elementary proof of the main Bahadur-Kiefer theorem, On the construction of nonparametric density function estimators using the bootstrap, Strong laws for local quantile processes, Sequential confidence bands for densities, Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency, Empirical copulas for consecutive survival data, A note on proving that the (modified) bootstrap works, On two multistable extensions of stable Lévy motion and their semi-martingale representations, A direct approach to inference in nonparametric and semiparametric quantile models, Testing for central symmetry, Oscillations and moduli of continuity of kernel density estimators under dependence, Consistency of the kernel density estimator: a survey, An Odyssey to Incomplete Data: Winfried Stute’s Contribution to Survival Analysis, A limited in bandwidth uniformity for the functional limit law of the increments of the empirical process, \(K\)-sample problem using strong approximations of empirical copula 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., Empirical processes indexed by smooth functions, Functional Chung laws for small increments of the empirical process and a lowerbound in the strong invariance principle, Spacings-ratio empirical processes, Chung-Smirnov property for smoothed distribution function estimator under random censorship, Consistency of kernel density estimators for causal processes, Empirical likelihood for the difference of quantiles under censorship, On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes, On kernel estimators of density ratio, Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes, Bootstrap optimal bandwidth selection for kernel density estimates, Edgeworth expansions for studentized and prepivoted sample quantiles, Asymptotic deviations between perturbed empirical and quantile processes, On false discovery control under dependence, Nonstandard strong laws for local quantile processes, Aligned rank statistics for repeated measurement models with orthonormal design, employing a Chernoff-Savage approach, Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes, Strong laws for the maximal k-spacing when k?c log n, On a general class of semiparametric hazards regression models for recurrent gap times, Aplicacion de la suavizacion no parametrica del tipo «K-puntos proximos» a modelos de regresion lineal, Nonparametric comparison of regression functions, Nonparametric estimation of quantile density function for truncated and censored data, Chung–Smirnov property for Bernstein estimators of distribution functions, Local empirical processes near boundaries of convex bodies, Weak and strong quantile representations for randomly truncated data with applications,, Multifractal Analysis Based on p-Exponents and Lacunarity Exponents, On residual empirical processes of stochastic regression models with applications to time series, On the law of the logarithm for density estimators, Functional laws of the iterated logarithm for small increments of empirical processes, Bootstrap approximation of nearest neighbor regression function estimates, The Bahadur Representation of the TTT-Transform, Asymptotic normality of the nearest neighbor hazard estimates, Transfer of tail information in censored regression models, 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, Bivariate density estimation with randomly truncated data., Strong limit theorems for oscillation moduli of the uniform empirical process, Nonparametric checks for single-index models, Uniform in bandwidth consistency of kernel-type function estimators, The almost sure behavior of the oscillation modulus for PL-process and cumulative hazard process under random censorship, A strong limit theorem for the oscillation modulus of the uniform empirical quantile process, Strong laws for density estimators of Bernstein type, Sharp rates of convergence of maximum likelihood estimators in nonparametric models, Rate of strong uniform convergence of k-NN density estimates, Uniform strong convergence results for the conditional kaplan-meier estimator and its quantiles, Random fractals generated by oscillations of the uniform empirical process, Nonparametric prediction intervals for explosive ar(1)-processes, On a class of stopping times for M-estimators, Strong approximation of empirical copula processes by Gaussian processes, Bootstrap approximation with censored data under the proportional hazard model, Estimating the density of a copula function, Grade estimation of chi-square divergence, Symmetrized Multivariatek-NN Estimators, Sequential fixed-width confidence intervals for a nonparametric density function, Bahadur representation of the kernel quantile estimator under truncated and censored data., Some results on increments of the partially observed empirical process, A general result on the uniform in bandwidth consistency of kernel-type function estimators, The limiting distribution of the maximal deviation of a density estimate and a hazard rate estimate