Chung--Smirnov property for perturbed empirical distribution functions

DOI10.1016/0167-7152(93)90152-9zbMATH Open0778.62031OpenAlexW2077705376MaRDI QIDQ1209460FDOQ1209460

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

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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)

Cites Work

• Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
• Title not available (Why is that?)
• Some New Estimates for Distribution Functions
• Title not available (Why is that?)
• Strong uniform consistency of integrals of density estimators
• Title not available (Why is that?)
• Title not available (Why is that?)
• Convergence rate of perturbed empirical distribution functions
• A note on limit theorems for perturbed empirical processes

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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