Convergence of stochastic empirical measures

DOI10.1016/0047-259X(87)90183-7MaRDI QIDQ1102049zbMATH OpenOpenAlexFDO

Authors P. W. Millar, Rudolf Beran, Lucien Le Cam

Publication date 1987

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259x(87)90183-7

zbMATH Keywords

bootstrapconvergence in distributionconvergence of stochastic empirical measuresProkhorov metrictriangular array

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random measures (60G57) Asymptotic distribution theory in statistics (62E20) Nonparametric inference (62G99)

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Cites work

• A characterization of limiting distributions of regular estimates
• A General Approach to the Optimality of Minimum Distance Estimators
• Bootstrap methods in statistics
• Bootstrap methods: another look at the jackknife
• Bootstrapping robust regression
• Central limit theorems for empirical measures
• Confidence sets for a multivariate distribution
• scientific article; zbMATH DE number 3832985 (Why is no real title available?)
• scientific article; zbMATH DE number 3135192 (Why is no real title available?)
• scientific article; zbMATH DE number 3917325 (Why is no real title available?)
• On the Construction of Almost Uniformly Convergent Random Variables with Given Weakly Convergent Image Laws
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
• Some asymptotic theory for the bootstrap
• The minimum distance method of testing

Cited in

(22)

• Almost surely convergent random variables with given laws
• On stochastic estimation
• Weak convergence of dependent empirical measures with application to subsampling in function spaces
• Random coefficient regressions: parametric goodness-of-fit tests.
• Pairwise comparisons of the means of skewed data
• Convergence of the empirical mean method in statistics and stochastic programming
• Significance testing in nonparametric regression based on the bootstrap.
• External bootstrap tests for parameter stability.
• Reliable estimation via simulation
• Convergence and Kolmogorov dimension
• On concentration of empirical measures and convergence to the semi-circle law
• A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
• Strong approximations for weighted bootstrap of empirical and quantile processes with applications
• Budget-limited distribution learning in multifidelity problems
• scientific article; zbMATH DE number 3878197 (Why is no real title available?)
• Convergence of parameter sensitivity estimates in a stochastic experiment
• scientific article; zbMATH DE number 4030579 (Why is no real title available?)
• scientific article; zbMATH DE number 4086634 (Why is no real title available?)
• Rate of convergence of bootstrapped empirical measures
• Empirical optimal transport under estimated costs: distributional limits and statistical applications
• General bootstrap for dual -divergence estimates
• Some results on the convergence of conditional distributions

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