Pages that link to "Item:Q1217399"

The following pages link to Central limit theorems for C(S)-valued random variables (Q1217399):

Displaying 34 items.

• Regularity of Gaussian processes (Q749025) (← links)
• The tube method for the moment index in projection pursuit (Q928909) (← links)
• Profile-kernel likelihood inference with diverging number of parameters (Q955140) (← links)
• Another view of the CLT in Banach spaces (Q960187) (← links)
• Second-order linearity of Wilcoxon statistics (Q995802) (← links)
• Bootstrapping sums of independent but not identically distributed continuous processes with applications to functional data (Q1012544) (← links)
• Central limit theorem for linearly dependent fields of continuous elements (Q1075675) (← links)
• Central limit theorems for stochastic processes under random entropy conditions (Q1077074) (← links)
• Embedding theorems for classes of convex sets (Q1078806) (← links)
• A type 2 inequality for functions of bounded variation (Q1098475) (← links)
• Majorizing measures and operators of stable type in the space C(S) (Q1113159) (← links)
• Exponential integrability of sub-Gaussian vectors (Q1122206) (← links)
• Empirical processes indexed by smooth functions (Q1167980) (← links)
• Estimation of the rate of approximation to stable laws in C(S) (Q1170551) (← links)
• On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions (Q1186650) (← links)
• Estimates of convergence rate in the central limit theorem in C(S) (Q1251847) (← links)
• Martingales and the Robbins-Monro procedure in \(D[0,1]\) (Q1251880) (← links)
• On the central limit theorem in Banach spaces (Q1256782) (← links)
• A note on the central limit theorem for stochastically continuous processes (Q1343586) (← links)
• Central limit theorem for random processes with sample paths in exponential Orlicz spaces (Q1382492) (← links)
• Central limit theorems for generalized set-valued random variables (Q1408792) (← links)
• Estimation of Lévy processes via stochastic programming and Kalman filtering (Q1694516) (← links)
• Continuity and boundedness of infinitely divisible processes: A Poisson point process approach (Q1776119) (← links)
• A central limit theorem for D(A)-valued processes (Q1822126) (← links)
• The central limit theorem and the law of iterated logarithm for empirical processes under local conditions (Q1822406) (← links)
• Weak convergence of some classes of martingales with jumps. (Q1872520) (← links)
• Weak convergence of probability measures in the spaces of continuously differentiable functions (Q1903851) (← links)
• Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions (Q1965909) (← links)
• Principal component analysis for functional data on Riemannian manifolds and spheres (Q1990583) (← links)
• Informative goodness-of-fit for multivariate distributions (Q2074302) (← links)
• Asymptotic linear expansion of regularized M-estimators (Q2075454) (← links)
• Functional delta residuals and applications to simultaneous confidence bands of moment based statistics (Q2079624) (← links)
• Simultaneous confidence bands for functional data using the Gaussian kinematic formula (Q2242877) (← links)
• Cross‐component registration for multivariate functional data, with application to growth curves (Q6076495) (← links)