On limit distribution of maximal deviation of empirical distribution density and regression function. I.

DOI10.1137/S0040585X97985029zbMATH Open1397.62163OpenAlexW1969101221MaRDI QIDQ2882292FDOQ2882292

M. S. Muminov

Publication date: 4 May 2012

Published in: Theory of Probability and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97985029

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zbMATH Keywords

confidence regionregression functiondistribution densitylocal stationarity of random fieldsnonparametric kernel estimatessequence of random vectorstesting statistical hypothesisWiener process with multidimensional parameter

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70)

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