Lectures on empirical processes. Theory and statistical applications. (Q859463): Difference between revisions

The theory of empirical processes constitutes the toolbox of mathematical techniques for people working in asymptotic statistics. The book consists of three lectures: Empirical and quantile processes in asymptotic theory of goodness-of-fit tests; Topics on empirical processes and Oracle inequalities and regularization. Techniques developed in the framework of probability in Banach spaces, Hungarian-type strong approximations, and tools from general stochastic process theory appear in connection with classical as well modern applications, such as goodness-of-fit tests, density estimation or general M-estimators. This book gives an excellent overview on the broad scope of the theory of empirical processes. It can be recommended for students and researchers interested in an advanced and well-documented approach to the selected topics.