Invariance principles for sums of Banach space valued random elements and empirical processes
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- A counterexample to the approximation problem in Banach spaces
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Cited in
(66)- Resampling \(U\)-statistics using \(p\)-stable laws
- Some blum-kiefer-rosenblatt type tests for the joint independence of variables
- Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
- On a `replicating character string' model
- Limit theorems for independent nonmeasurable functions
- Tests of elliptical symmetry and the asymptotic tail behavior of the statistics
- The uniform central limit theorem for the Kaplan-Meier integral process
- Kac's representation from an asymptotic viewpoint
- Asymptotic behaviour of a class of stochastic approximation procedures
- The convolution metric dg
- A note on the almost sure central limit theorem
- On Modeling Questions In Security Valuation
- Exponential estimates for the distributions of sums of independent random fields
- An almost sure invariance principle for triangular arrays of banach space valued random variables
- Asymptotic results for the empirical process of stationary sequences
- Some new tests for multivariate normality
- Vector quantile regression: an optimal transport approach
- Robust estimation for the order of finite mixture models
- Tail bounds for the supremums of empirical processes over unbounded classes of functions
- A note on uniform laws of averages for dependent processes
- A max-correlation white noise test for weakly dependent time series
- On the reversed sub-martingale property of empirical discrepancies in arbitrary sample spaces
- On empirical likelihood statistical functions
- The asymptotic tail behaviours of projection pursuit - type Kolmogorov statistics
- The loss rank criterion for variable selection in linear regression analysis
- Nonmetric Compact Spaces and Nonmeasurable Processes
- Testing the order of a model
- An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables
- Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence
- Pseudorandom numbers and entropy conditions
- A note on limit theorems for perturbed empirical processes
- Strong approximation results for the empirical process of stationary sequences
- L2 Diffusion Approximation for Slow Motion in Averaging
- Rate of convergence in the central limit theorem for empirical processes
- I.i.d. representations for the bivariate product limit estimators and the bootstrap versions
- Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
- Probability estimates for the distribution of Kolmogorov distance in the worst direction
- Gaussian approximation of the empirical process under random entropy conditions
- Uniform CLT for Markov chains and its invariance principle: A martingale approach
- Some limit theorems for the empirical process indexed by functions
- Limit theorems for functionals of mixing processes with applications to U-statistics and dimension estimation
- Strong invariance principles for triangular arrays of weakly dependent random variables
- Simultaneous critical values for t-tests in very high dimensions
- Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales
- A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data
- Metric marginal problems for set-valued or non-measurable variables
- The \(p\)-variation of partial sum processes and the empirical process
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- Strong approximations for partial sums of i.i.d. B-valued r.v.'s in the domain of attraction of a Gaussian law
- Invariance principles for parabolic equations with random coefficients
- Entropy conditions for subsequences of random variables with applications to empirical processes
- Relationships between Donsker classes and Sobolev spaces
- Gaussian approximation of suprema of empirical processes
- The central limit theorem and the law of iterated logarithm for empirical processes under local conditions
- Invariance principles for partial sum processes and empirical processes indexed by sets
- Inference for large-scale linear systems with known coefficients
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- The laws of the iterated logarithm for the tent map
- Lévy's Brownian motion as a set-indexed process and a related central limit theorem
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