Uniform central limit theorems for kernel density estimators
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Publication:929370
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Cited in
(46)- A simple adaptive estimator of the integrated square of a density
- On convergence and convolutions of random signed measures
- An exponential inequality for the distribution function of the kernel density estimator, with applications to adaptive estimation
- Adaptation on the space of finite signed measures
- Central limit theorems for \(L_ p\) distances of kernel estimators of densities under random censorship
- Central limit theorem for the variable bandwidth kernel density estimators
- A Donsker theorem for Lévy measures
- Uniformity in \(h\) in the functional limit law for the increments of the empirical process indexed by functions
- Weighted uniform consistency of kernel density estimators.
- A uniform central limit theorem and efficiency for deconvolution estimators
- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
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