On Local U -statistic Processes and the Estimation of Densities of Functions of Several Sample Variables
نویسنده
چکیده
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.
منابع مشابه
On Local U -statistic Processes and the Estimation of Densities of Functions of Several Sample Variables by Evarist
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) 51...
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