The Annals of Probability · 1982 · 206 citations · 22 references
Large DeviationsEngineeringStochastic AnalysisStochastic PhenomenonMathematical StatisticEmpirical ProcessesEstimation TheoryStatisticsDensity EstimationPhysicsOscillation BehaviorQuantile ProcessStochastic Dynamical SystemLocal BehaviorLevy ProcessProbability TheoryStochastic ResonanceStatistical InferenceSemi-nonparametric Estimation
In this paper we study the local behavior of empirical processes for independent identically distributed random variables on the real line. The results are applied to get best rates of convergence for various types of density estimators as well as error estimates for the Bahadur representation of the quantile process obtained by Kiefer.
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