Set-Indexed Conditional Empirical and Quantile Processes Based on Dependent Data
نویسندگان
چکیده
منابع مشابه
Asymptotics of set - indexed conditional empiricalprocesses based on dependent data
We study the asymptotic properties of the conditional empirical process based on b F n (Cjx) = n X t=1 ! n (X t ? x)I fYt2Cg indexed by C 2 C, where f(X t ; Y t); t = 1; : : :; ng are observations from a strong mixing stochas-tic process, f! n (X t ? x)g denote some kernel weights, and C is a class of sets. Under the assumption on the richness of the index class C in terms of metric entropy wit...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2002
ISSN: 0047-259X
DOI: 10.1006/jmva.2001.1988