Set-indexed conditional empirical and quantile processes based on dependent data
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Publication:1599238
DOI10.1006/jmva.2001.1988zbMath0992.62094OpenAlexW2037145521MaRDI QIDQ1599238
Publication date: 20 September 2002
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/5878/1/Yao_Polonik_Set-indexed-conditional-empirical-and-quantile-processes-based-on-dependent-data_2002.pdf
strong mixingcovering numbernonlinear time serieslevel setsconditional distributionempirical process theoryNadaraya-Watson regression estimatorBahadur-Kiefer approximationgeneralized conditional quantileminimum volume predictor
Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Inference from stochastic processes (62M99)
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