A central limit theorem under metric entropy with \(L_ 2\) bracketing
From MaRDI portal
Publication:1116174
DOI10.1214/AOP/1176992072zbMath0665.60036OpenAlexW2026455195MaRDI QIDQ1116174
Publication date: 1987
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992072
Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
Related Items (72)
Weak convergence of some classes of martingales with jumps. ⋮ Rates of convergence for minimum contrast estimators ⋮ Moderate deviations for \(M\)-estimators ⋮ Bracketing smooth functions ⋮ Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model ⋮ Tensor factorization recommender systems with dependency ⋮ A nonparametric test for equality of distributions with mixed categorical and continuous data ⋮ The central limit theorem for empirical processes on V-Č classes: A majorizing measure approach ⋮ A nonparametric test for the regression function: Asymptotic theory ⋮ A Bernstein-type inequality for \(U\)-statistics and \(U\)-processes ⋮ Asymptotics of sums of regression residuals under multiple ordering of regressors ⋮ Empirical risk minimization in inverse problems ⋮ The blockwise bootstrap for general empirical processes of stationary sequences ⋮ Density estimation with stagewise optimization of the empirical risk ⋮ Uniform CLT for Markov chains and its invariance principle: A martingale approach ⋮ Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type ⋮ Functional central limit theorems for triangular arrays of function-indexed processes under uniformly integrable entropy conditions ⋮ Semiparametric likelihood ratio inference ⋮ Weak convergence of stochastic processes indexed by smooth functions ⋮ On Hoffmann-Jørgensen-type inequalities for outer expectations with applications ⋮ A weak convergence result for sequential empirical processes under weak dependence ⋮ The Bernstein-Orlicz norm and deviation inequalities ⋮ Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions ⋮ On methods of sieves and penalization ⋮ Approximating class approach for empirical processes of dependent sequences indexed by functions ⋮ Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials ⋮ Half-region depth for stochastic processes ⋮ Sieve M-estimation for semiparametric varying-coefficient partially linear regression model ⋮ The uniform central limit theorem for the tent map ⋮ Likelihood Ratio Tests for a Large Directed Acyclic Graph ⋮ A local maximal inequality under uniform entropy ⋮ A consistent model specification test with mixed discrete and continuous data ⋮ Reconstruction of a directed acyclic graph with intervention ⋮ Necessary and sufficient conditions for weak convergence of smoothed empirical processes. ⋮ Unnamed Item ⋮ SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS ⋮ Uniform convergence in some limit theorems for multiple particle systems ⋮ Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions ⋮ New Donsker classes ⋮ A goodness-of-fit test based on neural network sieve estimators ⋮ Some theoretical results on neural spike train probability models ⋮ Fréchet change-point detection ⋮ THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS ⋮ Testing in locally conic models, and application to mixture models ⋮ Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity ⋮ Empirical process methods for classical fiber bundles ⋮ Uniform CLT for empirical process ⋮ Estimation of regression contour clusters -- an application of the excess mass approach to regression ⋮ Semiparametric mixtures in case-control studies ⋮ The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities ⋮ Convergence rates of MLE in a partly linear model ⋮ Weak convergence of non-stationary multivariate marked processes with applications to martingale testing ⋮ The uniform law of large numbers for the Kaplan-Meier integral process ⋮ The uniform central limit theorem for the Kaplan-Meier integral process ⋮ Goodness-of-fit test for a nonlinear time series ⋮ Diagnostic Measures for Generalized Linear Models with Missing Covariates ⋮ Set structured global empirical risk minimizers are rate optimal in general dimensions ⋮ Efficient maximum likelihood estimation in semiparametric mixture models ⋮ The central limit theorem and the law of iterated logarithm for empirical processes under local conditions ⋮ Unnamed Item ⋮ Empirical process theory for locally stationary processes ⋮ Efficient sieve maximum likelihood estimation of time-transformation models ⋮ A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS ⋮ A test of normality using nonparametrlic residuals ⋮ Testing conditional independence via Rosenblatt transforms ⋮ A Donsker-type theorem for log-likelihood processes ⋮ M-estimators converging to a stable limit ⋮ Large sample theory of maximum likelihood estimates in semiparametric biased sampling models. ⋮ Asymptotic normality in mixture models ⋮ An empirical process central limit theorem for dependent non-identically distributed random variables ⋮ M-estimation using penalties or sieves ⋮ Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
This page was built for publication: A central limit theorem under metric entropy with \(L_ 2\) bracketing
