Convergence rate of perturbed empirical distribution functions
From MaRDI portal
Publication:4188507
DOI10.2307/3213384zbMath0403.60033OpenAlexW2315693524MaRDI QIDQ4188507
Publication date: 1979
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213384
Related Items (39)
Central limit theorem for perturbed empirical distribution functions evaluated at a random point ⋮ Nonparametric bootstrap confidence bands for unfolding sphere size distributions ⋮ Rates of convergence for the distance between distribution function estimators ⋮ Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles ⋮ Smoothing parameter selection for smooth distribution functions ⋮ On improving distribution function estimators which are not monotonic functions ⋮ Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables ⋮ CENTRAL LIMIT THEORMS IN C[0,1 FOR A CLASS OF ESTIMATORS OF A DISTRIBUTION FUNCTION] ⋮ Quantitative stability in stochastic programming ⋮ Asymptotic properties of perturbed empirical distribution functions evaluated at a random point ⋮ Perturbed empirical distribution functions and quantiles under dependence ⋮ A simple recourse model for power dispatch under uncertain demand ⋮ Mean intergrated squared error properties and optimal kernels when estimating a diatribution function ⋮ A new class of boundary kernels for distribution function estimation ⋮ A new non-parametric estimator for instant system availability ⋮ Optimal smooth hazard estimates ⋮ Empirical likelihood of the distribution function in the finite point under ϕ-mixing samples ⋮ Smooth estimate of quantiles under association ⋮ Combining biomarkers by maximizing the true positive rate for a fixed false positive rate ⋮ Kernel estimation of a smooth distribution function based on censored data ⋮ Chung-Smirnov property for smoothed distribution function estimator under random censorship ⋮ On the smoothed bootstrap ⋮ Weak convergence of sequences of first passage processes and applications ⋮ Relative efficiency and deficiency of kernel type estimators of smooth distribution functions ⋮ Some Asymptotic Properties Between Smooth Empirical and Quantile Processes for Dependent Random Variables ⋮ Asymptotic deviations between perturbed empirical and quantile processes ⋮ 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 ⋮ Nonparametric estimation of the hazard function under dependence conditions ⋮ Chung–Smirnov property for Bernstein estimators of distribution functions ⋮ Estimating a mixing distribution in a multiple observation setting ⋮ 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 ⋮ Contributions to nonparametric generalized failure rate function estimation ⋮ Consistency of a nonparametric estimation of a density functional ⋮ The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator ⋮ Weak convergence for smooth estimator of a distribution function under negative association
This page was built for publication: Convergence rate of perturbed empirical distribution functions