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Title: Donsker results for the smoothed empirical process Authors:  Eric Beutner - Vrije Universiteit Amsterdam (Netherlands)
Henryk Zaehle - Saarland University (Germany) [presenting]
Abstract: New results on convergence in distribution of the smoothed empirical process on the real line for fairly large index sets of functions under weak assumptions are presented. The results allow for a flexible choice of the bandwidth and cover short-range dependence of the underlying data. The results continue to hold under long-range dependence when the central rate is replaced by a suitable non-central rate.