Uniform CLT for empirical process

DOI10.1016/J.SPA.2004.09.006zbMATH Open1080.60028OpenAlexW2009702669MaRDI QIDQ2485830FDOQ2485830

Authors: Samir Ben Hariz 

Publication date: 5 August 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2004.09.006

Recommendations

• Uniform CLT for empirical processes indexed classes of functions
• Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
• An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
• Weak convergence in \(L^p(0,1)\) of the uniform empirical process under dependence
• The central limit theorem for stochastic processes

zbMATH Keywords

functional central limit theoremdependent processesbracketing numberstochastic equicontinuity condition

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
• Title not available (Why is that?)
• Central limit theorems for non-linear functionals of Gaussian fields
• Invariance principles for absolutely regular empirical processes
• The functional central limit theorem for strongly mixing processes
• Maximal inequalities for partial sums of \(\rho\)-mixing sequences
• The empirical process of a short-range dependent stationary sequence under Gaussian subordination
• Weak convergence for weighted empirical processes of dependent sequences
• An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
• A central limit theorem under metric entropy with \(L_ 2\) bracketing
• Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
• On the central limit theorem for \(\rho\)-mixing sequences of random variables

Cited In (9)

• Set-indexed conditional empirical and quantile processes based on dependent data
• On weak invariance principles for partial sums
• Rates of uniform convergence for empirical processes of strictly stationary \(\beta\)-mixing sequences indexed by an unbounded class of functions.
• A simple note on some empirical stochastic process as a tool in uniform L-statistics weak laws
• A weak convergence result for sequential empirical processes under weak dependence
• Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure
• Empirical quantile CLTs for time-dependent data
• A CLT for empirical processes involving time-dependent data
• Title not available (Why is that?)

This page was built for publication: Uniform CLT for empirical process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2485830)