Gaussian characterization of uniform Donsker classes of functions

DOI10.1214/AOP/1176990450MaRDI QIDQ810991zbMATH OpenOpenAlexFDO

Authors Joel Zinn, Evarist Giné

Publication date 1991

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176990450

zbMATH Keywords

Donsker classGaussian characterizationuniform Donsker classesuniform exponential bounds for empirical processes

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Functional limit theorems; invariance principles (60F17) Asymptotic distribution theory in statistics (62E20)

Review text

The main result of the paper is Theorem. Let \({\mathcal F}\) be a measurable class of functions. Then \({\mathcal F}\) is finitely uniformly pre-Gaussian iff \({\mathcal F}\) is a uniform Donsker class. The authors also obtain an improvement of a theorem of Shehy and Wellner on uniformity of the CLT over subsets of probability measures and prove uniform exponential bounds for empirical processes indexed by universal bounded Donsker and uniform Donsker classes of functions.

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Cited in

(20)

• Differentiability of \(t\)-functionals of location and scatter
• Fréchet differentiability, \(p\)-variation and uniform Donsker classes
• Uniform Donsker classes of functions
• Testing of spherical symmetry of a multivariate distribution.
• Metric marginal problems for set-valued or non-measurable variables
• Rates of convergence in the asymptotic normality for some local maximum estimators
• Random coefficient regressions: parametric goodness-of-fit tests.
• Necessary and sufficient conditions for weak convergence of smoothed empirical processes.
• Vapnik-Chervonenkis type conditions and uniform Donsker classes of functions
• A conversation with Jon Wellner
• The shattering dimension of sets of linear functionals.
• An improved bootstrap test of stochastic dominance
• Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type
• Classes of functions related to VC properties
• Reminiscences, and some explorations about the bootstrap
• Some blum-kiefer-rosenblatt type tests for the joint independence of variables
• A uniform-in-P Edgeworth expansion under weak Cramér conditions
• Uniform inference for value functions
• Uniform and universal Glivenko-Cantelli classes
• Uniform central limit theorems for kernel density estimators

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