Empirical processes indexed by smooth functions

DOI10.1016/0304-4149(83)90046-7zbMath0492.60029OpenAlexW2013038827MaRDI QIDQ1167980

Winfried Stute

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

zbMATH Keywords

empirical processesinvariance principleempirical characteristic functiondistances of probability measuressmooth statistical functionals

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• 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

This page was built for publication: Empirical processes indexed by smooth functions