On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables

DOI10.1214/009053607000000154zbMath1175.60017arXiv0708.2227OpenAlexW3101484004MaRDI QIDQ2642743

Publication date: 4 September 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.2227

zbMATH Keywords

empirical process central limit theorems \(U\)-statistics kernel density estimation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

Related Items

Density estimation for nonlinear parametric models with conditional heteroscedasticity, Estimation of convolution in the model with noise, Laws of the iterated logarithm for the local U-statistic process, \(\sqrt{n}\)-consistent density estimation in semiparametric regression models, Partial identification and inference in censored quantile regression, Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications, Donsker-type theorems for nonparametric maximum likelihood estimators, Nonparametric Bernstein-von Mises theorems in Gaussian white noise, Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models, Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes, Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution, Estimating the density of a possibly missing response variable in nonlinear regression, Tests for normality based on density estimators of convolutions, A direct approach to inference in nonparametric and semiparametric quantile models, Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data, On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm, Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data, Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data, Uniform convergence of convolution estimators for the response density in nonparametric regression, Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\), On efficient estimation of densities for sums of squared observations, A note on efficient density estimators of convolutions, Online estimation of integrated squared density derivatives, On wavelet projection kernels and the integrated squared error in density estimation, Uniform central limit theorems for the Grenander estimator, Uniform in Bandwidth Estimation of Integral Functionals of the Density Function, Some developments in semiparametric statistics, Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses, Approximating high-dimensional infinite-order \(U\)-statistics: statistical and computational guarantees, Recursive estimators of integrated squared density derivatives, Uniform in bandwidth consistency of conditional \(U\)-statistics, \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models, Unnamed Item, A review of uncertainty quantification for density estimation, Convergence rates of density estimators for sums of powers of observations, On convergence and convolutions of random signed measures, Adaptation on the space of finite signed measures, Improved Density Estimators for Invertible Linear Processes, Plug-in estimators for higher-order transition densities in autoregression, Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences, Kernel density estimation with Berkson error, Non Standard Behavior of Density Estimators for Functions of Independent Observations, Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data, Stratified incomplete local simplex tests for curvature of nonparametric multiple regression, Fast nonparametric estimation for convolutions of densities, Consistency of Lipschitz Learning with Infinite Unlabeled Data and Finite Labeled Data, Functional convergence of sequential \(U\)-processes with size-dependent kernels

Cites Work