Lectures on empirical processes. Theory and statistical applications. (Q859463)

The theory of empirical processes constitutes the toolbox of mathematical techniques for people working in asymptotic statistics. The book consists of three lectures: Empirical and quantile processes in asymptotic theory of goodness-of-fit tests; Topics on empirical processes and Oracle inequalities and regularization. Techniques developed in the framework of probability in Banach spaces, Hungarian-type strong approximations, and tools from general stochastic process theory appear in connection with classical as well modern applications, such as goodness-of-fit tests, density estimation or general M-estimators. This book gives an excellent overview on the broad scope of the theory of empirical processes. It can be recommended for students and researchers interested in an advanced and well-documented approach to the selected topics.