Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
From MaRDI portal
Publication:2108477
Cites work
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 5275983 (Why is no real title available?)
- scientific article; zbMATH DE number 96990 (Why is no real title available?)
- scientific article; zbMATH DE number 1354815 (Why is no real title available?)
- scientific article; zbMATH DE number 720761 (Why is no real title available?)
- scientific article; zbMATH DE number 1552481 (Why is no real title available?)
- scientific article; zbMATH DE number 1552482 (Why is no real title available?)
- scientific article; zbMATH DE number 837911 (Why is no real title available?)
- scientific article; zbMATH DE number 3211301 (Why is no real title available?)
- A simple construction of the continuum parabolic Anderson model on \(\mathbf{R}^2\)
- An empirical central limit theorem in L^1 for stationary sequences
- Asymptotic Statistics
- Asymptotics for statistical functionals of long-memory sequences
- Bivariate symmetric statistics of long-range dependent observations
- Central limit theorems for the Wasserstein distance between the empirical and the true distributions
- Continuous mapping approach to the asymptotics of U- and V-statistics
- Convergence of integrated processes of arbitrary Hermite rank
- Convergence of stochastic processes
- Convergence rates in density estimation for data from infinite-order moving average processes
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
- Estimation des densit�s: risque minimax
- Fréchet differentiability, \(p\)-variation and uniform Donsker classes
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
- Functional weak limit theorem for a local empirical process of non-stationary time series and its application
- Inefficient estimators of the bivariate survival function for three models
- Integral Probability Metrics and Their Generating Classes of Functions
- Introduction to nonparametric estimation
- Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
- Limit theorems for non-linear functionals of Gaussian sequences
- Mathematical foundations of infinite-dimensional statistical models
- Measures, Integrals and Martingales
- Non-central limit theorems for non-linear functional of Gaussian fields
- Nonlinear estimation in anisotropic multi-index denoising
- Nonlinear system theory: Another look at dependence
- Nonparametric estimation for dependent data
- Nonparametric estimation under long memory dependence
- Nonparametric estimators which can be ``plugged-in.
- On Cauchy-Dirichlet problem in half-space for linear integro-differential equations in weighted Hölder spaces
- On Cauchy-Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces.
- On Choosing a Delta-Sequence
- On Estimation of a Probability Density Function and Mode
- On Non-Parametric Estimates of Density Functions and Regression Curves
- On the Estimation of the Probability Density, I
- On the asymptotic expansion of the empirical process of long-memory moving averages
- On the asymptotic mean integrated squared error of a kernel density estimator for dependent data
- On the weak convergence of the kernel density estimator in the uniform topology
- Probability Metrics
- Qualitative robustness of statistical functionals under strong mixing
- Quasi-Hadamard differentiability of general risk functionals and its application
- Real Analysis and Probability
- Remarks on Some Nonparametric Estimates of a Density Function
- Some mixing properties of time series models
- The Cantor function
- The empirical process of some long-range dependent sequences with an application to U-statistics
- Uniform Central Limit Theorems
- Uniform central limit theorems for kernel density estimators
- Uniform central limit theorems for pregaussian classes of functions
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of empirical copula processes indexed by functions
- Weak convergence of stationary empirical processes
- Weak convergence of the empirical copula process with respect to weighted metrics
- Weak convergence to fractional brownian motion and to the rosenblatt process
Cited in
(3)- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
- Two-sample smooth test for the equality of distributions for dependent data and its bootstrap consistency
- Concentration inequalities for classical and smoothed empirical processes of independent and dependent random variables
This page was built for publication: Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2108477)
