Limit theorems for empirical processes

DOI10.1007/BF00535488zbMath0443.60020OpenAlexW2045381365MaRDI QIDQ3886567

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Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00535488

zbMATH Keywords

central limit theoremBernstein inequalitiesempirical measuresGlivenko-Cantelli theoremDonsker classseparable stochastic processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (6)

WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS ⋮ Representation and approximation of large population age distributions using Poisson random measures ⋮ Measures of centrality for multivariate and directional distributions ⋮ Robust regression using biased objectives ⋮ Invariance principles for sums of Banach space valued random elements and empirical processes ⋮ Asymptotic results for empirical and partial-sum processes: A review

Cites Work

• Empirical discrepancies and subadditive processes
• Central limit theorems for empirical measures
• Measures on non-separable metric spaces
• Weak convergence of probabilities on nonseparable metric spaces and empirical measures on Euclidean spaces
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
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