Oscillations of empirical distribution functions under dependence

DOI10.1214/074921706000000752zbMath1126.60020arXivmath/0612692OpenAlexW1622282799MaRDI QIDQ3592307

Wei-Biao Wu

Publication date: 12 September 2007

Published in: High Dimensional Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0612692

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items (4)

Nonparametric estimation of quantiles for a class of stationary processes ⋮ Strong uniform consistency of the frequency polygon density estimator for stable non-anticipative stochastic processes ⋮ Oscillations and moduli of continuity of kernel density estimators under dependence ⋮ Asymptotic results for the empirical process of stationary sequences

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