On moment inequalities of the supremum of empirical processes with applications to kernel estimation

DOI10.1016/S0167-7152(02)00029-9zbMath0996.62028OpenAlexW1970710421MaRDI QIDQ1613069

Ibrahim A. Ahmad

Publication date: 5 September 2002

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00029-9

zbMATH Keywords

upper boundsempirical processkernel density estimatesempirical distributionuniform consistencymoment generating functions

Mathematics Subject Classification ID

Density estimation (62G07) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Related Items (2)

Moment Inequalities for Supremum of Empirical Processes forφ-Mixing Sequences ⋮ Plug-in bandwidth selector for the kernel relative density estimator

Uses Software

• KernSmooth

Cites Work

• Unnamed Item
• The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
• A uniform bound for the tail probability of Kolmogorov-Smirnov statistics
• On the recovery of discrete probability densities from imperfect measurements
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• A Distribution-Free Upper Confidence Bound for $\Pr \{Y < X\}$, Based on Independent Samples of $X$ and $Y$

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