Empirical Processes in Action: A Review

DOI10.2307/1403678MaRDI QIDQ4024530zbMATH OpenOpenAlexFDO

Authors Jon A. Wellner

Publication date 4 February 1993

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403678

zbMATH Keywords

biased samplingbootstrap testsBrownian bridgecensoringcentral limit theoremsCLTdensity function estimationdifferentiable functionsDonsker theoremempirical distributionempirical process theoryGlivenko-Cantelli theoremgoodness of fitinequalitiesminimum distance methodsminimum distance testsnonstandard asymptoticsomnibus testspermutation testsrates of convergencerecent applicationsregressionreviewSLLNstrong law of large numberssurveytruncationU-processesVapnik-Chervonenkis classes

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Cited in

(16)

• Empirische Prozesse in der Datenanalyse. (Empirical processes in data analysis)
• Auxiliary information: the raking-ratio empirical process
• How to get central limit theorems for global errors of estimates.
• Empirical processes and applications: An overview. (With discussion)
• Asymptotic linear expansion of regularized M-estimators
• A fast mode estimator in multidimensional space
• A new characterization of the normal distribution and test for normality
• On the standarized empirical process
• scientific article; zbMATH DE number 4039032 (Why is no real title available?)
• An introduction to econometric applications of empirical process theory for dependent random variables
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• Strong convergence of multivariate maxima
• Empirical processes indexed by estimated functions
• Asymptotics of coverages of HD confidence sets and recentering at shrinkage estimates: phase transitions, large deviations
• Loss aversion and the welfare ranking of policy interventions
• Lectures on empirical processes. Theory and statistical applications.

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