Empirical processes: A survey of results for independent and identically distributed random variables

From MaRDI portal
Publication:1255723

DOI10.1214/aop/1176995085zbMath0402.60031OpenAlexW1969971345MaRDI QIDQ1255723

Peter Gaenssler, Winfried Stute

Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995085



Related Items

Invariance principles in mathematical statistics, Asymptotic predictive inference with exchangeable data, Parameter estimation in smooth empirical processes, Second order processes with restrictions in the index set and applications, Unnamed Item, Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution, Residual median for non-identically distributed random variables, A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion, A note on the empirical distribution of dependent random variables, Nonparametric adaptive control of discrete-time partially observable stochastic systems, Discretization procedures for adaptive Markov control processes, Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests, Unnamed Item, On properties of empirical and related random processes, Some special Vapnik-Chervonenkis classes, Bounds and Approximations for Distributions of Weighted Kolmogorov-Smirnov Tests, Strong approximation of empirical Kac processes, Central limit theorem for weighted martingales with applications, How far from identifiability? A systematic overview of the statistical matching problem in a non parametric framework, On min-max majority and deepest points, Bounds for the uniform deviation of empirical measures, Distribution sensitivity in stochastic programming, Stability analysis for stochastic programs, Estimators based on trimmed Kendall's tau in multivariate copula models, Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria, Estimation of multivariate conditional-tail-expectation using Kendall's process, Consistency of an estimator of the minimum of an extended variance., Two-parameter heavy-traffic limits for infinite-server queues, Almost sure approximation theorems for the multivariate empirical process, On the standarized empirical process, Testing constancy in varying coefficient models, The median absolute deviation of residual life data and weak convergence of a related stochastic process, Self-organizing map algorithm and distortion measure, Statistical methods of estimation and testing of hypotheses. Transl. from the Russian, A Class of Asymptotically Distribution-Free Test Procedures for Equality of Marginals Under Multivariate Dependence, On the asymptotic distribution of a general measure of monotone dependence, The Bahadur Representation of the TTT-Transform, Some characterizations of almost sure bounds for weighted multidimensional empirical distributions and a Glivenko-Cantelli theorem for sample quantiles, Asymptotic properties of empirical processes from censored samples of random size, Rate of convergence in the central limit theorem for empirical processes, Distribution sensitivity for certain classes of chance-constrained models with application to power dispatch, Asymptotic results for empirical and partial-sum processes: A review