Empirical processes indexed by smooth functions
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Publication:1167980
DOI10.1016/0304-4149(83)90046-7zbMath0492.60029OpenAlexW2013038827MaRDI QIDQ1167980
Publication date: 1983
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(83)90046-7
empirical processesinvariance principleempirical characteristic functiondistances of probability measuressmooth statistical functionals
Cites Work
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- Limit behaviour of the empirical characteristic function
- The oscillation behavior of empirical processes
- On the weak convergence of empirical processes in sup-norm metrics
- Central limit theorems for C(S)-valued random variables
- The empirical characteristic function and its applications
- Die Geschwindigkeit der Glivenko-Cantelli Konvergenz, gemessen in der Prohorov-Metrik
- Central limit theorems for empirical measures
- Weak convergence of probabilities on nonseparable metric spaces and empirical measures on Euclidean spaces
- Distances of Probability Measures and Random Variables
- The Speed of Mean Glivenko-Cantelli Convergence
- Convergence de la répartition empirique vers la répartition théorique
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