The almost sure behavior of the oscillation modulus of the multivariate empirical process

DOI10.1016/0167-7152(87)90079-4zbMath0644.62058OpenAlexW1963690277MaRDI QIDQ1102664

John H. J. Einmahl, Frits H. Ruymgaart

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90079-4

zbMATH Keywords

density estimationalmost sure convergence resultsmultivariate spacingsoscillation modulus of multivariate empirical processes

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Nonparametric inference (62G99)

Related Items (7)

A Strong Invariance Theorem of the Tail Empirical Copula Processes ⋮ The almost sure behavior of maximal and minimal multivariate \(k_ n\)- spacings ⋮ Bootstrap approximation of tail dependence function ⋮ On quadratic functionals of the Brownian sheet and related processes ⋮ Chung–Smirnov property for Bernstein estimators of distribution functions ⋮ Limit theorems for the negative parts of weighted multivariate empirical processes with application ⋮ The almost sure behavior of the oscillation modulus for PL-process and cumulative hazard process under random censorship

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• The almost sure representation of intermediate order statistics
• Strong limit theorems for oscillation moduli of the uniform empirical process
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• An inequality involving multinomial probabilities

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