Strong uniform consistency of integrals of density estimators
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Publication:4151575
DOI10.2307/3315003zbMath0374.62038OpenAlexW2090493379MaRDI QIDQ4151575
Publication date: 1973
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315003
Related Items (28)
Central limit theorem for perturbed empirical distribution functions evaluated at a random point ⋮ Rates of convergence for the distance between distribution function estimators ⋮ Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles ⋮ Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables ⋮ Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves ⋮ Pointwise universal consistency of nonparametric density estimators ⋮ Perturbed empirical distribution functions and quantiles under dependence ⋮ Mean intergrated squared error properties and optimal kernels when estimating a diatribution function ⋮ A new class of boundary kernels for distribution function estimation ⋮ Edgeworth expansions for nonparametric distribution estimation with applications ⋮ Smooth estimate of quantiles under association ⋮ A bootstrap version of the residual-based smooth empirical distribution function ⋮ Ordinary, Bayes, empirical Bayes, and non-parametric reliability analysis for the modified Gumbel failure model ⋮ Boundary-free kernel-smoothed goodness-of-fit tests for data on general interval ⋮ Kernel estimation of a smooth distribution function based on censored data ⋮ On the smoothed bootstrap ⋮ Functional, randomized and smoothed multivariate quantile regions ⋮ Relative efficiency and deficiency of kernel type estimators of smooth distribution functions ⋮ Nonparametric estimates of distribution functions ⋮ Berry-esseen bounds for smooth estimator of a distribution function under association ⋮ Chung--Smirnov property for perturbed empirical distribution functions ⋮ A note on limit theorems for perturbed empirical processes ⋮ On the asymptotic behaviour of the ISE for automatic kernel distribution estimators ⋮ Kernel distribution function estimation under the Koziol-Green model ⋮ Kernel Survival Function Estimation Based on Doubly Censored Data ⋮ The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator ⋮ Universal consistency of delta estimators ⋮ Weak convergence for smooth estimator of a distribution function under negative association
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