Strong uniform consistency of integrals of density estimators

Cites Work

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

This page was built for publication: Strong uniform consistency of integrals of density estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4151575)