A limited in bandwidth uniformity for the functional limit law of the increments of the empirical process

Abstract
Consider the following local empirical process indexed by , for fixed and : G_n(K,h,z):=\sum_{i=1}^n K \Bigl(\frac{Z_i-z}{h^{1/d}}\Big) - \mathbbE \Bigl(K \Bigl(\frac{Z_i-z}{h^{1/d}}\Big)\Big), where the are i.i.d. on . We provide an extension of a result of Mason (2004). Namely, under mild conditions on and on the law of , we establish a uniform functional limit law for the collections of processes , where is a compact set with nonempty interior and where and satisfy the Cs\"{o}rg\H{o}-R\'{e}v\'{e}sz-Stute conditions.
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