Weak convergence of convex stochastic processes

DOI10.1016/S0167-7152(97)00115-6zbMATH Open0896.60011OpenAlexW2063803578MaRDI QIDQ1379910FDOQ1379910

Authors: Miguel A. Arcones 

Publication date: 11 October 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(97)00115-6

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zbMATH Keywords

stochastic processesempirical processesconvex functions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cites Work

• Cox's regression model for counting processes: A large sample study
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• Characterization of the law of the iterated logarithm in Banach spaces
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• Limits of canonical \(U\)-processes and \(B\)-valued \(U\)-statistics

Cited In (15)

• Moderate deviations for \(M\)-estimators
• Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors
• A continuous mapping theorem for the argmin-set functional with applications to convex stochastic processes.
• Lasso with convex loss: model selection consistency and estimation
• Higher-order spectral analysis and weak asymptotic stability of convex processes
• Title not available (Why is that?)
• On weak convergence of random fields
• Weak convergence of laws of stochastic processes on Riemannian manifolds
• The adaptive BerHu penalty in robust regression
• Title not available (Why is that?)
• Uniform convergence in extended probability of sub-gradients of convex functions
• Strong stochastic convexity: closure properties and applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• An ergodic theorem for constrained sequences of functions

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