The oscillation behavior of empirical processes

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A strong limit theorem for the oscillation modulus of the uniform empirical quantile process
The almost sure behavior of the oscillation modulus of the multivariate empirical process
Strong limit theorems for oscillation moduli of the uniform empirical process
Sparse consistency and smoothing for multinomial data
On the construction of nonparametric density function estimators using the bootstrap
A general result on the uniform in bandwidth consistency of kernel-type function estimators
Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes
Quantile estimation in the proportional hazards model of random censorship
Consistency of the kernel density estimator: a survey
Strong laws for local quantile processes
Asymptotic deviations between perturbed empirical and quantile processes
Strong laws for density estimators of Bernstein type
Prediction via the quantile-copula conditional density estimator
Weak and strong quantile representations for randomly truncated data with applications,
Strong representation of the presmoothed quantile function estimator for censored data
Sequential fixed-width confidence intervals for a nonparametric density function
On the multivariate two-sample problem using strong approximations of empirical copula processes
On kernel estimators of density ratio
On a class of stopping times for M-estimators
On the law of the logarithm for density estimators
The Bahadur Representation of the TTT-Transform
A limited in bandwidth uniformity for the functional limit law of the increments of the empirical process
Rates of convergence for the distance between distribution function estimators
\(K\)-sample problem using strong approximations of empirical copula processes
A strong representation of the product-limit estimator for left truncated and right censored data
The almost sure behavior of the oscillation modulus for PL-process and cumulative hazard process under random censorship
On false discovery control under dependence
Nonparametric checks for single-index models
Uniform in bandwidth consistency of kernel-type function estimators
Some more results on increments of the partially observed empirical process.
Chung-Smirnov property for smoothed distribution function estimator under random censorship
Nonparametric estimation of survival curve under dependent censorship
Multifractal analysis based on \(p\)-exponents and lacunarity exponents
A general kernel functional estimator with general bandwidth—strong consistency and applications
Rates of convergence for classes of functions: The non-i.i.d. case
On sufficient conditions for a Gaussian approximation of kernel estimates for distribution densities
On some representations of the bootstrap
Two-dimensional Bernstein polynomial density estimators
Bahadur representation of the kernel quantile estimator under truncated and censored data.
A note on asymptotic normality of a copula function in regression model
A short and elementary proof of the main Bahadur-Kiefer theorem
Strong limit theorems for osciallation moduli of PL-process and cumulative hazard process under truncation and censorship with applications
Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap
Estimating the density of a copula function
On residual empirical processes of stochastic regression models with applications to time series
Aligned rank statistics for repeated measurement models with orthonormal design, employing a Chernoff-Savage approach
Asymptotic behavior of the Lipschitz-1/2 modulus of the PL-process for truncated and censored data.
Strong approximation of empirical copula processes by Gaussian processes
Local empirical processes near boundaries of convex bodies
Strong approximation of quantile processes by iterated Kiefer processes.
Empirical likelihood for the difference of quantiles under censorship
Strong laws for the maximal k-spacing when k?c log n
Bivariate density estimation with randomly truncated data.
Sequential confidence bands for densities
Bootstrap approximation with censored data under the proportional hazard model
Grade estimation of chi-square divergence
Rates of growth and sample moduli for weighted empirical processes indexed by sets
Asymptotically efficient estimation of the sparsity function at a point
A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test
Bootstrap approximation of nearest neighbor regression function estimates
An odyssey to incomplete data: Winfried Stute's contribution to survival analysis
Empirical processes indexed by smooth functions
Nonparametric prediction intervals for explosive ar(1)-processes
On a general class of semiparametric hazards regression models for recurrent gap times
Aplicacion de la suavizacion no parametrica del tipo «K-puntos proximos» a modelos de regresion lineal
Consistency of kernel density estimators for causal processes
A note on proving that the (modified) bootstrap works
Functional laws of the iterated logarithm for small increments of empirical processes
Kiefer's theorem via the Hungarian construction
Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes
Asymptotic normality of the nearest neighbor hazard estimates
The asymptotic law of the local oscillation modulus of the empirical process
Random fractals generated by oscillations of the uniform empirical process
A class of transformed hazards models for recurrent gap times
Oscillations and moduli of continuity of kernel density estimators under dependence
Edgeworth expansions for studentized and prepivoted sample quantiles
Complex sampling designs: uniform limit theorems and applications
Transfer of tail information in censored regression models
Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
Bootstrap optimal bandwidth selection for kernel density estimates
Chung–Smirnov property for Bernstein estimators of distribution functions
Functional Chung laws for small increments of the empirical process and a lowerbound in the strong invariance principle
Bootstrap by sequential resampling
On two multistable extensions of stable Lévy motion and their semi-martingale representations
Symmetrized multivariate \(k\)-NN estimators
Empirical copulas for consecutive survival data
Uniform-in-bandwidth functional limit laws
Multivariate stability and strong limiting behaviour of intermediate order statistics
A direct approach to inference in nonparametric and semiparametric quantile models
Sharp rates of convergence of maximum likelihood estimators in nonparametric models
Testing for central symmetry
Convergence of increments for cumulative hazard function in a mixed censorship -truncation model with application to hazard estimators
Central limit theorem for perturbed empirical distribution functions evaluated at a random point
Some results on increments of the partially observed empirical process
Parameter estimation in smooth empirical processes
Nonparametric comparison of regression functions
A uniform functional law of the logarithm for the local empirical process.
The limiting distribution of the maximal deviation of a density estimate and a hazard rate estimate
Rate of strong uniform convergence of k-NN density estimates
Uniform strong convergence results for the conditional kaplan-meier estimator and its quantiles

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