Uniform Central Limit Theorems

DOI10.1017/CBO9781139014830zbMath1317.60030OpenAlexW3004800139MaRDI QIDQ5166896

Richard M. Dudley

Publication date: 9 July 2014

Full work available at URL: https://doi.org/10.1017/cbo9781139014830

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Analysis of algorithms and problem complexity (68Q25) General theory of stochastic processes (60G07) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (37)

Bayesian Inference on Multivariate Medians and Quantiles ⋮ Application of Itô processes and Schwartz distributions to local volatility for Margrabe options ⋮ High-dimensional two-sample mean vectors test and support recovery with factor adjustment ⋮ A necessary and sufficient condition for probabilistic continuity on a boundaryless compact Riemannian manifold ⋮ On a distribution form of subcopulas ⋮ Estimating piecewise monotone signals ⋮ Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds ⋮ A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes ⋮ A stochastic hybrid model with a fast concentration bias for chemotactic cellular attraction ⋮ Entropy of convex functions on \(\mathbb R^d\) ⋮ Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs ⋮ Sharp estimate on the supremum of a class of sums of small i.i.d. random variables ⋮ Sharp tail distribution estimates for the supremum of a class of sums of i.i.d. random variables ⋮ Local linearization based subvector inference in moment inequality models ⋮ Robust regression using biased objectives ⋮ Analytical and statistical properties of local depth functions motivated by clustering applications ⋮ Flexible specification testing in quantile regression models ⋮ HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS ⋮ Auxiliary information: the raking-ratio empirical process ⋮ Methods for estimation of convex sets ⋮ Unnamed Item ⋮ Integrated depth for measurable functions and sets ⋮ Unnamed Item ⋮ Variational Representations and Neural Network Estimation of Rényi Divergences ⋮ Bernstein--von Mises Theorems and Uncertainty Quantification for Linear Inverse Problems ⋮ The VC-dimension of axis-parallel boxes on the torus ⋮ Gaussian approximation of the empirical process under random entropy conditions ⋮ Convergence rates of least squares regression estimators with heavy-tailed errors ⋮ Approximations of the Restless Bandit Problem ⋮ Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data ⋮ Empirical process theory for locally stationary processes ⋮ Bernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processes ⋮ Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation ⋮ Unnamed Item ⋮ On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation ⋮ Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data ⋮ Learning in Repeated Auctions

This page was built for publication: Uniform Central Limit Theorems