Central limit theorems for the $L_{p}$-error of smooth isotonic estimators
نویسندگان
چکیده
منابع مشابه
Central Limit Theorems for Permuted Regenerative Estimators
We prove strong laws of large numbers and central limit theorems for some permuted estimators from regenerative simulations. These limit theorems provide the basis for constructing asymptotically valid confidence intervals for the permuted estimators.
متن کاملPointwise convergence rates and central limit theorems for kernel density estimators in linear processes
Convergence rates and central limit theorems for kernel estimators of the stationary density of a linear process have been obtained under the assumption that the innovation density is smooth (Lipschitz). We show that smoothness is not required. For example, it suffices that the innovation density has bounded variation.
متن کاملCentral Limit Theorems For Superlinear Processes
The Central Limit Theorem is studied for stationary sequences that are sums of countable collections of linear processes. Two sets of sufficient conditions are obtained. One restricts only the coefficients and is shown to be best possible among such conditions. The other involves an interplay between the coefficients and the distribution functions of the innovations and is shown to be necessary...
متن کاملCentral Limit Theorems for Gaussian Polytopes
Choose n random, independent points in R according to the standard normal distribution. Their convex hull Kn is the Gaussian random polytope. We prove that the volume and the number of faces of Kn satisfy the central limit theorem, settling a well known conjecture in the field.
متن کاملCentral limit theorems for multiple Skorohod integrals
In this paper, we prove a central limit theorem for a sequence of multiple Skorohod integrals using the techniques of Malliavin calculus. The convergence is stable, and the limit is a conditionally Gaussian random variable. Some applications to sequences of multiple stochastic integrals, and renormalized weighted quadratic variation of the fractional Brownian motion are discussed.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2019
ISSN: 1935-7524
DOI: 10.1214/19-ejs1550