On the almost sure topological limits of collections of local empirical processes at many different scales
From MaRDI portal
Publication:5965367
DOI10.1016/j.spa.2015.10.008zbMath1332.62164OpenAlexW1953672657MaRDI QIDQ5965367
Publication date: 3 March 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2015.10.008
Order statistics; empirical distribution functions (62G30) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Uniform in bandwidth consistency of kernel estimators of the tail index
- Gaussian approximation of local empirical processes indexed by functions
- On the coverage of Strassen-type sets by sequences of Wiener processes
- Kernel estimates of the tail index of a distribution
- On the Gaussian approximation of convolutions under multidimensional analogues of S. N. Bernstein's inequality conditions
- A strong invariance theorem for the tail empirical process
- A function space large deviation principle for certain stochastic integrals
- A uniform functional law of the logarithm for the local empirical process.
- Weak convergence and empirical processes. With applications to statistics
- A limited in bandwidth uniformity for the functional limit law of the increments of the empirical process
- Uniform in bandwidth consistency of kernel regression estimators at a fixed point
- Estimates of the Lévy–Prokhorov Distance in the Multivariate Central Limit Theorem for Random Variables with Finite Exponential Moments
- Almost sure convergence of the Hill estimator
- An empirical process approach to the uniform consistency of kernel-type function estimators
This page was built for publication: On the almost sure topological limits of collections of local empirical processes at many different scales