Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
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Publication:2694801
DOI10.1007/s11203-022-09276-6OpenAlexW4287509993MaRDI QIDQ2694801
Publication date: 4 April 2023
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-022-09276-6
weak convergenceempirical processesKolmogorov's entropyVC-classessmall ball probabilityfunctional data analysisfunctional regressionkernel-type estimatorsconditional \(U\)-statistic
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)
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Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds ⋮ Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data ⋮ On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm ⋮ General tests of conditional independence based on empirical processes indexed by functions
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