Abstract
We use results from modern empirical process theory to establish a uniform in bandwidth central limit theorem, laws of the iterated logarithm and Glivenko–Cantelli theorem for kernel distribution function estimators.
Information
Published: 1 January 2013
First available in Project Euclid: 8 March 2013
zbMATH: 1327.62154
Digital Object Identifier: 10.1214/12-IMSCOLL917
Keywords:
62F15
,
62G07
,
62G08
,
distribution function and uniform in bandwidth
,
Empirical processes
,
Kernel estimation
Rights: Copyright © 2010, Institute of Mathematical Statistics