The oscillation behavior of empirical processes: The multivariate case
type: Item
instance of: scholarly article
title: The oscillation behavior of empirical processes: The multivariate case
zbMATH Open document ID: 0533.62037
author: Winfried Stute
published in: The Annals of Probability
publication date: 1984-01-01T00:00:00Z
review text: In this paper sharp finite sample estimates and exact almost sure limit results for local deviations of multivariate empirical processes are derived. These are applied to get exact convergence rates of multivariate kernel density estimators. Also the possibility of studying so-called copula processes is discussed.
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60G17
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 3846666
zbMATH Keywords: sharp finite sample estimates
zbMATH Keywords: exact almost sure limit results
zbMATH Keywords: local deviations of multivariate empirical processes
zbMATH Keywords: oscillation modulus
zbMATH Keywords: regression function
zbMATH Keywords: exact convergence rates of multivariate kernel density estimators
zbMATH Keywords: copula processes
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176993295
OpenAlex ID: W2032369139
DOI: 10.1214/AOP/1176993295
description: scientific article; zbMATH DE number 3846666