منابع مشابه
Asymptotics of Conditional Empirical Processes
We investigate asymptotic approximations of two estimators of the conditional empirical process of Y given X= x, leading to a functional law of the iterated logarithm. Our main results show that the weak behavior of the conditional empirical processes at a given x is essentially the same as that of the empirical process, although the rates now depend on the bandwidth. We examine the kernel esti...
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See, for example, Billingsley (Prob. & Measure) for a proof. Donsker’s theorem deals with the convergence, in distribution, of the empirical process. In what follows I will assume the basic concepts of convergence in distribution for stochastic processes assuming values in a metric space. Billingsley’s book on weak convergence (especially the 2nd edition) is an excellent reference (in particula...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1986
ISSN: 0090-5364
DOI: 10.1214/aos/1176349943