Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - Centre for Microdata Methods and Practice (CEMMAP) - 2013
Modern construction of uniform confidence bands for non-parametric densities (and other functions) often relies on the classical Smirnov-Bickel-Rosenblatt (SBR) condition; see, for example, Giné and Nickl (2010). This condition requires the existence of a limit distribution of an extreme value...