Set-indexed conditional empirical and quantile processes based on dependent data

DOI10.1006/jmva.2001.1988zbMath0992.62094MaRDI QIDQ1599238

Qiwei Yao, Wolfgang Polonik

Publication date: 20 September 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/5878/1/Yao_Polonik_Set-indexed-conditional-empirical-and-quantile-processes-based-on-dependent-data_2002.pdf

zbMATH Keywords

strong mixing; covering number; nonlinear time series; level sets; conditional distribution; empirical process theory; Nadaraya-Watson regression estimator; Bahadur-Kiefer approximation; generalized conditional quantile; minimum volume predictor

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G30: Order statistics; empirical distribution functions

62M99: Inference from stochastic processes

Related Items

Complexity-penalized estimation of minimum volume sets for dependent data, Approximating conditional density functions using dimension reduction, Prediction in moving average processes, Nonparametric curve estimation with missing data: a general empirical process approach

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