On Local U-Statistic Processes and the Estimation of Densities of Functions of Several Sample Variables

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...

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Veröffentlicht in:The Annals of statistics 2007-07, Vol.35 (3), p.1105-1145
Hauptverfasser: Giné, Evarist, Mason, David M.
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Mason, David M.
description 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 $L_{p}$ norms are obtained for these estimators.
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subjects 60F05
60F15
62E20
62G30
Banach space
Central limit theorem
central limit theorems
Covariance
Density
Density estimation
empirical process
Estimating techniques
Estimators
Exact sciences and technology
General topics
kernel density estimation
Limit theorems
Mathematical constants
Mathematical functions
Mathematical models
Mathematics
Nonparametric inference
Perceptron convergence procedure
Probability and statistics
Probability theory and stochastic processes
Probability theory on algebraic and topological structures
Random variables
Sciences and techniques of general use
Statistical methods
Statistics
Studies
Topics in Nonparametric Statistics
U-statistics
title On Local U-Statistic Processes and the Estimation of Densities of Functions of Several Sample Variables
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