Asymptotic confidence spheres in certain Banach spaces via covariance operators

DOI10.1006/jmva.1993.1070zbMath0778.62074OpenAlexW2024021589MaRDI QIDQ689365

Jürgen Dippon

Publication date: 6 December 1993

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

Full work available at URL: https://doi.org/10.1006/jmva.1993.1070

zbMATH Keywords

stopping timesGaussian limit distributionasymptotic confidence regions of spherical shapeempirical covariance operatorsnuclearity of covariance operatorsRobbins-Monro algorithmtype 2 Banach spaces

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Nonparametric tolerance and confidence regions (62G15) Stochastic approximation (62L20) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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