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VOL. 9 | 2013 Uniform in bandwidth limit laws for kernel distribution function estimators
David M. Mason, Jan W. H. Swanepoel

Editor(s) M. Banerjee, F. Bunea, J. Huang, V. Koltchinskii, M. H. Maathuis

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

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