Convergence of non-linear functionals of smoothed empirical processes and kernel density estimates

DOI10.1080/02331880290015440zbMATH Open1037.62026OpenAlexW2027497516MaRDI QIDQ4454271FDOQ4454271

José R. León, Corinne Berzin, Joaquín Ortega

Publication date: 8 March 2004

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880290015440

Recommendations

• Deviation in kernel density estimation: super-optimal case
• scientific article; zbMATH DE number 1834021
• scientific article; zbMATH DE number 635768
• scientific article; zbMATH DE number 3876411
• scientific article

zbMATH Keywords

empirical processkernel density estimationcrossingsnonlinear functionalsregularization by convolutionKullback-Leibler deviation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Cited In (4)

• Estimating with kernel smoothers the mean of functional data in a finite population setting. A note on variance estimation in presence of partially observed trajectories
• Empirical process theory for nonsmooth functions under functional dependence
• Title not available (Why is that?)
• Non-linear functionals of the Brownian bridge and some applications.

This page was built for publication: Convergence of non-linear functionals of smoothed empirical processes and kernel density estimates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4454271)