Uniform-in-Bandwidth Functional Limit Laws View Full Text


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Article Info

DATE

2013-09

AUTHORS

Paul Deheuvels, Sarah Ouadah

ABSTRACT

We provide uniform-in-bandwidth functional limit laws for the increments of the empirical and quantile processes. Our theorems, established in the framework of convergence in probability, imply new sharp uniform-in-bandwidth limit laws for functional estimators. In particular, they yield the explicit value of the asymptotic limiting constant for the uniform-in-bandwidth sup-norm of the random error of kernel density estimators. We allow the bandwidth to vary within the complete range for which the estimators are consistent. More... »

PAGES

697-721

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s10959-011-0376-1

DOI

http://dx.doi.org/10.1007/s10959-011-0376-1

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1033579742


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