Strong uniform consistency rates of kernel estimators of cumulative distribution functions

DOI10.1080/03610926.2015.1136417MaRDI QIDQ5349206zbMATH OpenOpenAlexFDO

Authors Fuxia Cheng

Publication date 23 August 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1136417

zbMATH Keywords

cumulative distribution functionsGlivenko-Cantelli lemmakernel estimatorstrong uniform consistency

Mathematics Subject Classification ID

Strong limit theorems (60F15) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(18)

• Kernel estimates under association: Strong uniform consistency
• Glivenko-Cantelli theorem for the kernel error distribution estimator in the first-order autoregressive model
• On the strong uniform consistency of a new kernel density estimator
• Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées)
• Strong approximation theorems for integrated kernel quantiles
• Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series
• Rates of strong uniform consistency for local least squares kernel regression estimators
• A strong uniform convergence rate of kernel conditional quantile estimator under random censorship
• Extended Glivenko-Cantelli theorem in nonparametric regression
• scientific article; zbMATH DE number 3866385 (Why is no real title available?)
• Kernel estimation of multivariate cumulative distribution function
• scientific article; zbMATH DE number 3965192 (Why is no real title available?)
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• scientific article; zbMATH DE number 500263 (Why is no real title available?)
• THE UNIFORM CONSISTENCY OF THE SAMPLE KERNEL QUANTILE PROCESS
• The strong uniform convergence of multivariate variable kernel estimates
• Uniform strong consistency of a frontier estimator using kernel regression on high order moments
• Extended Glivenko-Cantelli theorem in nonlinear autoregressive time series

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