Convergence of stochastic empirical measures

DOI10.1016/0047-259X(87)90183-7zbMath0643.62007OpenAlexW1974339360MaRDI QIDQ1102049

P. W. Millar, Lucien Le Cam, Rudolf Beran

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(87)90183-7

zbMATH Keywords

bootstrapconvergence in distributiontriangular arrayProkhorov metricconvergence of stochastic empirical measures

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Random measures (60G57) Nonparametric inference (62G99)

Related Items

Strong approximations for weighted bootstrap of empirical and quantile processes with applications, Reliable estimation via simulation, Almost surely convergent random variables with given laws, Budget-limited distribution learning in multifidelity problems, Random coefficient regressions: parametric goodness-of-fit tests., Rate of convergence of bootstrapped empirical measures, On stochastic estimation, A note on conditional versus joint unconditional weak convergence in bootstrap consistency results, General bootstrap for dual \(\phi\)-divergence estimates, Pairwise comparisons of the means of skewed data, Weak convergence of dependent empirical measures with application to subsampling in function spaces, Significance testing in nonparametric regression based on the bootstrap., External bootstrap tests for parameter stability.

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