Chung--Smirnov property for perturbed empirical distribution functions

DOI10.1016/0167-7152(93)90152-9zbMath0778.62031MaRDI QIDQ1209460

H. J. A. Degenhardt

Publication date: 16 May 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90152-9

zbMATH Keywords

kernel smoothing; empirical processes; kernel density estimators; laws of iterated logarithm; Chung-Smirnov property; integrals of kernel functions; new convergence criteria

Mathematics Subject Classification ID

62G07: Density estimation

62G30: Order statistics; empirical distribution functions

Related Items

A New Kernel Distribution Function Estimator Based on a Non‐parametric Transformation of the Data, The laws of the iterated logarithm for two kinds of PP statistics, Necessary and sufficient conditions for weak convergence of smoothed empirical processes., Chung-Smirnov property for smoothed distribution function estimator under random censorship, On the smoothed bootstrap, Chung–Smirnov property for Bernstein estimators of distribution functions

Cites Work

• A note on limit theorems for perturbed empirical processes
• Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
• Strong uniform consistency of integrals of density estimators
• Convergence rate of perturbed empirical distribution functions
• Some New Estimates for Distribution Functions
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