Convergence rate of perturbed empirical distribution functions

From MaRDI portal
Publication:4188507

DOI10.2307/3213384zbMath0403.60033OpenAlexW2315693524MaRDI QIDQ4188507

Benjamin B. Winter

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 pointNonparametric bootstrap confidence bands for unfolding sphere size distributionsRates of convergence for the distance between distribution function estimatorsNecessary and sufficient conditions for the asymptotic normality of perturbed sample quantilesSmoothing parameter selection for smooth distribution functionsOn improving distribution function estimators which are not monotonic functionsLaw of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variablesCENTRAL LIMIT THEORMS IN C[0,1 FOR A CLASS OF ESTIMATORS OF A DISTRIBUTION FUNCTION] ⋮ Quantitative stability in stochastic programmingAsymptotic properties of perturbed empirical distribution functions evaluated at a random pointPerturbed empirical distribution functions and quantiles under dependenceA simple recourse model for power dispatch under uncertain demandMean intergrated squared error properties and optimal kernels when estimating a diatribution functionA new class of boundary kernels for distribution function estimationA new non-parametric estimator for instant system availabilityOptimal smooth hazard estimatesEmpirical likelihood of the distribution function in the finite point under ϕ-mixing samplesSmooth estimate of quantiles under associationCombining biomarkers by maximizing the true positive rate for a fixed false positive rateKernel estimation of a smooth distribution function based on censored dataChung-Smirnov property for smoothed distribution function estimator under random censorshipOn the smoothed bootstrapWeak convergence of sequences of first passage processes and applicationsRelative efficiency and deficiency of kernel type estimators of smooth distribution functionsSome Asymptotic Properties Between Smooth Empirical and Quantile Processes for Dependent Random VariablesAsymptotic deviations between perturbed empirical and quantile processesNonparametric estimates of distribution functionsBerry-esseen bounds for smooth estimator of a distribution function under associationChung--Smirnov property for perturbed empirical distribution functionsNonparametric estimation of the hazard function under dependence conditionsChung–Smirnov property for Bernstein estimators of distribution functionsEstimating a mixing distribution in a multiple observation settingA note on limit theorems for perturbed empirical processesOn the asymptotic behaviour of the ISE for automatic kernel distribution estimatorsKernel distribution function estimation under the Koziol-Green modelContributions to nonparametric generalized failure rate function estimationConsistency of a nonparametric estimation of a density functionalThe law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimatorWeak convergence for smooth estimator of a distribution function under negative association




This page was built for publication: Convergence rate of perturbed empirical distribution functions