In this paper we study the local behavior of empirical processes for independent identically distributed random variables on the real line. The results are applied to get best rates of convergence for various types of density estimators as well as error estimates for the Bahadur representation of the quantile process obtained by Kiefer.
Publié le : 1982-02-14
Classification:
Empirical process,
oscillation modulus,
quantile process,
Bahadur representation,
naive density estimator,
histograms,
60F15,
60G17,
62G05
@article{1176993915,
author = {Stute, Winfried},
title = {The Oscillation Behavior of Empirical Processes},
journal = {Ann. Probab.},
volume = {10},
number = {4},
year = {1982},
pages = { 86-107},
language = {en},
url = {http://dml.mathdoc.fr/item/1176993915}
}
Stute, Winfried. The Oscillation Behavior of Empirical Processes. Ann. Probab., Tome 10 (1982) no. 4, pp. 86-107. http://gdmltest.u-ga.fr/item/1176993915/