We prove a uniform functional law of the logarithm for the local empirical process. To accomplish this we combine techniques from classical and abstract empirical process theory, Gaussian distributional approximation and probability on Banach spaces. The body of techniques we develop should prove useful to the study of the strong consistency of d-variate kernel-type nonparametric function estimators.
Publié le : 2004-04-14
Classification:
Empirical process,
kernel density estimation,
consistency,
large deviations,
60F05,
60F15,
62E20,
62G30
@article{1084884855,
author = {Mason, David M.},
title = {A uniform functional law of the logarithm for the local empirical process},
journal = {Ann. Probab.},
volume = {32},
number = {1A},
year = {2004},
pages = { 1391-1418},
language = {en},
url = {http://dml.mathdoc.fr/item/1084884855}
}
Mason, David M. A uniform functional law of the logarithm for the local empirical process. Ann. Probab., Tome 32 (2004) no. 1A, pp. 1391-1418. http://gdmltest.u-ga.fr/item/1084884855/