## The Annals of Statistics

### On local U-statistic processes and the estimation of densities of functions of several sample variables

#### Abstract

A notion of local U-statistic process is introduced and central limit theorems in various norms are obtained for it. This involves the development of several inequalities for U-processes that may be useful in other contexts. This local U-statistic process is based on an estimator of the density of a function of several sample variables proposed by Frees [J. Amer. Statist. Assoc. 89 (1994) 517–525] and, as a consequence, uniform in bandwidth central limit theorems in the sup and in the Lp norms are obtained for these estimators.

#### Article information

Source
Ann. Statist., Volume 35, Number 3 (2007), 1105-1145.

Dates
First available in Project Euclid: 24 July 2007

https://projecteuclid.org/euclid.aos/1185304000

Digital Object Identifier
doi:10.1214/009053607000000154

Mathematical Reviews number (MathSciNet)
MR2341700

Zentralblatt MATH identifier
1175.60017

#### Citation

Giné, Evarist; Mason, David M. On local U -statistic processes and the estimation of densities of functions of several sample variables. Ann. Statist. 35 (2007), no. 3, 1105--1145. doi:10.1214/009053607000000154. https://projecteuclid.org/euclid.aos/1185304000

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