Uniform law of the logarithm for the local linear estimator of the conditional distribution function

DOI10.1016/J.CRMA.2010.08.003MaRDI QIDQ710855zbMATH OpenOpenAlexFDO

Authors Sandie Ferrigno, Myriam Maumy-Bertrand, Aurélie Muller

Publication date 22 October 2010

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2010.08.003

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

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Cites work

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• An empirical process approach to the uniform consistency of kernel-type function estimators
• Estimation Non-paramétrique de la Régression: Revue Bibliographique
• General asymptotic confidence bands based on kernel-type function estimators
• On almost sure convergence of conditional empirical distribution functions
• The uniform convergence of the nadaraya‐watson regression function estimate
• Uniform in bandwidth consistency of kernel-type function estimators

Cited in

(9)

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• Almost sure convergence of the local linear estimator of the conditional cumulative distribution function
• Local linear estimation of conditional cumulative distribution function in the functional data: uniform consistency with convergence rates.
• Local polynomial estimation of distribution functions
• Local linear fitting under near epoch dependence: uniform consistency with convergence rates
• Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
• A uniform functional law of the logarithm for the local empirical process.
• Strong uniform consistency rates for estimators of conditional functionals
• Almost sure rate of uniform consistency for the local maximum likelihood kernel estimator.

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