Chung--Smirnov property for perturbed empirical distribution functions

DOI10.1016/0167-7152(93)90152-9MaRDI QIDQ1209460zbMATH OpenOpenAlexFDO

Authors 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 smoothingkernel density estimatorsempirical processeslaws of iterated logarithmChung-Smirnov propertyintegrals of kernel functionsnew convergence criteria

Mathematics Subject Classification ID

Density estimation (62G07) Order statistics; empirical distribution functions (62G30)

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Cites work

• scientific article; zbMATH DE number 4005243 (Why is no real title available?)
• scientific article; zbMATH DE number 3734953 (Why is no real title available?)
• scientific article; zbMATH DE number 3436465 (Why is no real title available?)
• scientific article; zbMATH DE number 3224125 (Why is no real title available?)
• A note on limit theorems for perturbed empirical processes
• Convergence rate of perturbed empirical distribution functions
• Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
• Some New Estimates for Distribution Functions
• Strong uniform consistency of integrals of density estimators

Cited in

(7)

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

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