Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process

DOI10.3150/21-BEJ1455MaRDI QIDQ2108477FDOQ2108477

Eric Beutner, Henryk Zähle

Publication date: 19 December 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/bernoulli/volume-29/issue-1/Donsker-results-for-the-empirical-process-indexed-by-functions-of/10.3150/21-BEJ1455.full

zbMATH Keywords

empirical processkernel smoothingweak convergenceoptimal bandwidthplug-in propertyfunction of locally bounded variationsmoothed empirical process

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Limit theorems in probability theory (60Fxx) Inference from stochastic processes (62Mxx)

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• Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process

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