Strong uniform consistency of integrals of density estimators

DOI10.2307/3315003MaRDI QIDQ4151575zbMATH OpenOpenAlexFDO

Authors Benjamin B. Winter

Publication date 1973

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315003

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Cites work

• scientific article; zbMATH DE number 3224125 (Why is no real title available?)
• On Estimation of a Probability Density Function and Mode
• Remarks on Some Nonparametric Estimates of a Density Function

Cited in

(29)

• The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator
• A bootstrap version of the residual-based smooth empirical distribution function
• On the smoothed bootstrap
• Kernel Survival Function Estimation Based on Doubly Censored Data
• Ordinary, Bayes, empirical Bayes, and non-parametric reliability analysis for the modified Gumbel failure model
• A new class of boundary kernels for distribution function estimation
• Weak convergence for smooth estimator of a distribution function under negative association
• Rates of convergence for the distance between distribution function estimators
• Smooth estimate of quantiles under association
• Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves
• Boundary-free kernel-smoothed goodness-of-fit tests for data on general interval
• Perturbed empirical distribution functions and quantiles under dependence
• A note on limit theorems for perturbed empirical processes
• On the asymptotic behaviour of the ISE for automatic kernel distribution estimators
• Pointwise universal consistency of nonparametric density estimators
• Nonparametric estimates of distribution functions
• Mean intergrated squared error properties and optimal kernels when estimating a diatribution function
• Universal consistency of delta estimators
• Edgeworth expansions for nonparametric distribution estimation with applications
• Kernel estimation of a smooth distribution function based on censored data
• Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables
• Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
• Berry-esseen bounds for smooth estimator of a distribution function under association
• Chung--Smirnov property for perturbed empirical distribution functions
• Functional, randomized and smoothed multivariate quantile regions
• Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
• Statistical inference on the cumulative distribution function using judgment post stratification
• Central limit theorem for perturbed empirical distribution functions evaluated at a random point
• Kernel distribution function estimation under the Koziol-Green model

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