eldorado.tu-dortmund.de/server/api/core/bitstreams/6760665c-fd7b-4e8e-9b0a-feb1c670b17f/content
the p-dimensional vector
Ẑ σ̂u i (u) = (Ẑ σ̂u
i,1 (u), . . . , Ẑ σ̂u i,p (u))
⊤ (A.6)
= K ( i
n − u
bn
)( ε̂i,n( 1 p )
σ̂(u, 1 p ) , ε̂i,n(
2 p )
σ̂(u, 2 p ) , . . . ,
ε̂i,n,( p−1 p
)
σ̂(u, p−1 p
) [...] inequality, we shall see that
P(|X ′| > x)− P(|Y | > x) ≤ P(|X ′ −X| > δ) + P(|X| > x− δ)− P(|Y | > x), (C.3)
P(|X ′| > x)− P(|Y | > x) ≥ −P(|X ′ −X| > δ) + P(|X| > x+ δ)− P(|Y | > x). (C.4)
Notice that [...] (u) = (Ẑ σ̂
i,1(u), . . . , Ẑ σ̂ i,p(u))
⊤
= K ( i
n − u
bn
)( ε̂i,n(1p) σ̂( i
n , 1 p ) , ε̂i,n(
2 p )
σ̂( i n , 2 p ) , . . . ,
ε̂i,n( p−1 p
)
σ̂( i n , p−1 p
) , ε̂i,n(1)
σ̂( i n ,1)
)⊤ and consider …
