Asymptotic behavior of the perturbed empirical distribution functions evaluated at a random point for absolutely regular sequences
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Publication:1321983
DOI10.1006/jmva.1993.1081zbMath0809.62039OpenAlexW1992843674MaRDI QIDQ1321983
Publication date: 29 March 1995
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1993.1081
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09)
Related Items (6)
Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables ⋮ Perturbed empirical distribution functions and quantiles under dependence ⋮ Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes ⋮ Some Asymptotic Properties Between Smooth Empirical and Quantile Processes for Dependent Random Variables ⋮ Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence ⋮ Asymptotic behavior of the perturbed empirical distribution functions for nonstationary absolutely regular processes
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