The oscillation behavior of empirical processes: The multivariate case
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.
local deviations of multivariate empirical processes
exact convergence rates of multivariate kernel density estimators
scientific article; zbMATH DE number 3846666