A nonstandard uniform functional limit law for the increments of the multivariate empirical distribution function

zbMATH Open1260.62031arXiv1201.5515MaRDI QIDQ3010730FDOQ3010730

Authors: Davit Varron 

Publication date: 27 June 2011

Abstract: Let $(Z_i{)}_{igeq1}$ be an independent, identically distributed sequence of random variables on $RR{R}^d$. Under mild conditions on the density of $Z_1$, we provide a nonstandard uniform functional limit law for the following processes on $[0,1{)}^d$: ${\displaystyle }$Delta_n(z,h_n,cdot):=smapsto frac{sliin 1_{[0,s_1] imes... imes[0,s_d]}poofrac{Z_i-z}{h_n^{1/d}}pff}{clog n},;sin [0,1)^d,${\displaystyle }$ along a sequence $(h_n)suite$ fulfilling $h_{n}downarrow0,;n{h}_{n}uparrow,;n{h}_n/logcarc>0$. Here $z$ ranges through a compact set of $RR{R}^d$. This result is an extension of a theorem of Deheuvels and Mason (1992) to the multivariate, non uniform case.lb

Full work available at URL: https://arxiv.org/abs/1201.5515

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zbMATH Keywords

kernel density estimationempirical processesErdős-Rényi law of large numbers

Mathematics Subject Classification ID

Density estimation (62G07) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

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• Non standard functional limit laws for the increments of the compound empirical distribution function
• A Hölderian FCLT for some multiparameter summation process of independent non-identically distributed random variables

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