Lectures on empirical processes. Theory and statistical applications.

DOI10.4171/027zbMath1132.62001OpenAlexW4233966863MaRDI QIDQ859463

Paul Deheuvels, Eustasio del Barrio, Sara van de Geer

Publication date: 15 January 2007

Published in: EMS Series of Lectures in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4171/027

zbMATH Keywords

regularizationHungarian constructiongoodness-of-fitoracle inequalitiesquantile processKolmogorov-Smirnovfunctional limit laws\(L_2\)-functional

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Functional limit theorems; invariance principles (60F17)

Related Items (15)

Uniform-in-bandwidth nearest-neighbor density estimation ⋮ Fluctuation analysis for the loss from default ⋮ Concentration behavior of the penalized least squares estimator ⋮ Fluctuation analysis for particle-based stochastic reaction-diffusion models ⋮ Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities ⋮ Marked empirical processes for non-stationary time series ⋮ Bounds and Approximations for Distributions of Weighted Kolmogorov-Smirnov Tests ⋮ Large-sample study of the kernel density estimators under multiplicative censoring ⋮ A limit law for random walks with physical applications ⋮ Bounding the expectation of the supremum of empirical processes indexed by Hölder classes ⋮ Convergence rates for the generalized Fréchet mean via the quadruple inequality ⋮ Limit theorems for occupation rates of local empirical processes ⋮ Mean field analysis of neural networks: a central limit theorem ⋮ Assessing transfer functions in control systems ⋮ On the Calibration of Lévy Driven Time Series with Coupling Distances and an Application in Paleoclimate

Uses Software

• KernSmooth

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