scientific article; zbMATH DE number 96990

zbMATH Open0756.60026MaRDI QIDQ4021149FDOQ4021149

Authors: J. E. Yukich 

Publication date: 17 January 1993

Title of this publication is not available (Why is that?)

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zbMATH Keywords

density estimationsmoothingempirical distribution functioncontrol limit theoremperturbed empirical processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cited In (30)

• Block Bootstrap for the Empirical Process of Long‐Range Dependent Data
• Title not available (Why is that?)
• A general result on the uniform in bandwidth consistency of kernel-type function estimators
• Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
• On smoothness measurement for weakly stationary processes
• Title not available (Why is that?)
• On the optimal estimation of probability measures in weak and strong topologies
• Title not available (Why is that?)
• Uniform central limit theorems for kernel density estimators
• Smoothed versions of statistical functionals from a finite population
• Weak convergence for random weighting estimation of smoothed quantile processes
• A modified functional delta method and its application to the estimation of risk functionals
• Efficient prediction for linear and nonlinear autoregressive models
• Donsker-type theorems for nonparametric maximum likelihood estimators
• Title not available (Why is that?)
• Characterization of weak convergence for smoothed empirical and quantile processes under \(\varphi\)-mixing
• Necessary and sufficient conditions for weak convergence of smoothed empirical processes.
• A note on limit theorems for perturbed empirical processes
• On the convergence rate of potentials of Brenier maps
• Functional central limit theorems for triangular arrays of function-indexed processes under uniformly integrable entropy conditions
• Laws of large numbers for classes of functions
• Title not available (Why is that?)
• The extended Glivenko-Cantelli property for kernel-smoothed estimator of the cumulative distribution function in the length-biased sampling
• On \(M\)-estimators and normal quantiles.
• Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics
• Smoothed estimator of quantile residual lifetime for right censored data
• Uniform laws of large numbers for triangular arrays of function-indexed processes under random entropy conditions
• Laws of the iterated logarithm for the local U-statistic process
• Weak convergence of smoothed empirical process in Hölder spaces
• Title not available (Why is that?)

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