Let X 1 ; : : : ; X n be a sequence of i.i.d. random variables with common distribution P on the real line. Assuming that P has a smooth density, we construct a histogram based estimator P n; H and establish weak convergence of the empirical process β n(P n; H -P)(f) fβF under sharp conditions. If
β¦ LIBER β¦
Weak Convergence of Smoothed Empirical Processes
β Scribed by Aad van der Vaart
- Book ID
- 121321818
- Publisher
- John Wiley and Sons
- Year
- 1994
- Tongue
- English
- Weight
- 399 KB
- Volume
- 21
- Category
- Article
- ISSN
- 0303-6898
- DOI
- 10.2307/4616334
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