The oscillation behavior of empirical processes: The multivariate case (Q789842)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The oscillation behavior of empirical processes: The multivariate case
scientific article

    Statements

    The oscillation behavior of empirical processes: The multivariate case (English)
    0 references
    0 references
    1984
    0 references
    In this paper sharp finite sample estimates and exact almost sure limit results for local deviations of multivariate empirical processes are derived. These are applied to get exact convergence rates of multivariate kernel density estimators. Also the possibility of studying so-called copula processes is discussed.
    0 references
    sharp finite sample estimates
    0 references
    exact almost sure limit results
    0 references
    local deviations of multivariate empirical processes
    0 references
    oscillation modulus
    0 references
    regression function
    0 references
    exact convergence rates of multivariate kernel density estimators
    0 references
    copula processes
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references