scientific article
From MaRDI portal
Publication:3217346
zbMath0554.60029MaRDI QIDQ3217346
Publication date: 1984
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
uniform convergencefunctional central limit theoremsGlivenko-Cantelli convergenceDonsker classesVapnik-Cervonenkis setup
Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Limit theorems in probability theory (60Fxx)
Related Items
Support vector machines are universally consistent, Multidimensional dependency measures, Moderate deviations for degenerate \(U\)-processes., The central limit theorem for \(U\)-processes indexed by Hölder's functions, \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters, Bracketing smooth functions, Vapnik-Chervonenkis dimension and (pseudo-)hyperplane arrangements, Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities, Distributional convergence of M-estimators under unusual rates, A theory for memory-based learning, Some strong limit theorems for M-estimators, Nonstandard local empirical processes indexed by sets, Strong approximation of the number of renewal paced record times, Sphere packing numbers for subsets of the Boolean \(n\)-cube with bounded Vapnik-Chervonenkis dimension, The central limit theorem for empirical processes on V-Č classes: A majorizing measure approach, A Bernstein-type inequality for \(U\)-statistics and \(U\)-processes, Uniform limit theorems for Harris recurrent Markov chains, Asymptotic theory for nonparametric estimation of survival curves under order restrictions, A generalization of Sauer's lemma, On the law of the iterated logarithm for canonical \(U\)-statistics and processes, The blockwise bootstrap for general empirical processes of stationary sequences, Uniform CLT for Markov chains and its invariance principle: A martingale approach, \(M\)-estimation, convexity and quantiles, Connectivity of the mutual \(k\)-nearest-neighbor graph in clustering and outlier detection, Asymptotic normality of multivariate trimmed means, Functional central limit theorems for triangular arrays of function-indexed processes under uniformly integrable entropy conditions, Learning distributions by their density levels: A paradigm for learning without a teacher, Weak convergence of stochastic processes indexed by smooth functions, On Hoffmann-Jørgensen-type inequalities for outer expectations with applications, Bootstrap by sequential resampling, Testing marginal homogeneity of a continuous bivariate distribution with possibly incomplete paired data, Bootstrap consistency for general semiparametric \(M\)-estimation, Granulometric smoothing, Mutual information, metric entropy and cumulative relative entropy risk, Bracketing numbers of convex and \(m\)-monotone functions on polytopes, The \(L_1\)-norm density estimator process, Entropy of convex functions on \(\mathbb R^d\), Relative deviation learning bounds and generalization with unbounded loss functions, A bound on the expected maximal deviation of averages from their means., A clustering procedure based on the comparison between the \(k\) nearest neighbors graph and the minimal spanning tree., Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions, Consistency of kernel density estimators for causal processes, On rates of convergence and asymptotic normality in the multiknapsack problem, Pseudorandom numbers and entropy conditions, New Donsker classes, The Glivenko-Cantelli problem, ten years later, A maximal inequality and a functional central limit theorem for set-indexed empirical processes, A goodness-of-fit test based on neural network sieve estimators, Entropy estimate for high-dimensional monotonic functions, Decision theoretic generalizations of the PAC model for neural net and other learning applications, Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity, Empirical process methods for classical fiber bundles, Estimation of regression contour clusters -- an application of the excess mass approach to regression, Functional asymptotic normality of the \(L_{2}\)-deviation of the kernel density estimation indexed by classes of weight functions, Tail bounds for the supremums of empirical processes over unbounded classes of functions, Maximum likelihood drift estimation for multiscale diffusions, Tests and estimation strategies associated to some loss functions, A refined Jensen's inequality in Hilbert spaces and empirical approximations, Moderate and large deviations for \(U\)-processes, The VC-dimension of axis-parallel boxes on the torus, The law of the iterated logarithm for empirical processes on Vapnik- Červonenkis classes, Entropy conditions for \(L_{r}\)-convergence of empirical processes, Combinatorial variability of Vapnik-Chervonenkis classes with applications to sample compression schemes, A remark on approximate \(M\)-estimators, When are epsilon-nets small?, The Bahadur-Kiefer representation for \(U\)-quantiles, Tests of covariance matrix by using projection pursuit and bootstrap method, Learning dynamical systems in a stationary environment, Minimum volume sets and generalized quantile processes, Uniform convergence of the empirical spectral distribution function, The central limit theorem and the law of iterated logarithm for empirical processes under local conditions, A uniform CLT for uniformly bounded families of martingale differences, Concentration and goodness-of-fit in higher dimensions: (Asymptotically) distribution-free methods, A note on limit theorems for perturbed empirical processes, Efficient sieve maximum likelihood estimation of time-transformation models, Inference in ordered response games with complete information, Large sample results for frequentist multiple imputation for Cox regression with missing covariate data, Limit theorems for independent nonmeasurable functions, Inequalities for uniform deviations of averages from expectations with applications to nonparametric regression, A central limit theorem for two-sample U-processes, M-estimators converging to a stable limit, Large sample theory of maximum likelihood estimates in semiparametric biased sampling models., Convergence rates of posterior distributions., Deciding the Vapnik-Červonenkis dimension is \(\Sigma_3^p\)-complete, On computing the diameter of a point set in high dimensional Euclidean space., Convergence of weighted partial sums when the limiting distribution is not necessarily Radon, Improved lower bounds for learning from noisy examples: An information-theoretic approach, Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data, Learnability in Hilbert spaces with reproducing kernels, Set-indexed conditional empirical and quantile processes based on dependent data, Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences, Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions, Proof techniques in quasi-Monte Carlo theory, On the perturbation problem for occupation densities, Graph-theoretic procedures for dimension identification, Rate of convergence in the central limit theorem for empirical processes, Some limit theorems for the empirical process indexed by functions, Limits of canonical \(U\)-processes and \(B\)-valued \(U\)-statistics, Invariance principles for partial sum processes and empirical processes indexed by sets, On invariant distribution function estimation for continuous-time stationary processes, Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data, A Convergence Result for a Class of Asymptotically Linear Estimators, Some new tests for multivariate normality, Efficiency. of infinite dimensional M‐ estimators, Approximate subgroups with bounded VC-dimension, Inference in models with partially identified control functions, Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data, Uniform CLT for Markov chains with a countable state space, Relationships between Donsker classes and Sobolev spaces, Uniform laws of large numbers for triangular arrays of function-indexed processes under random entropy conditions, Asymptotic distribution of regression M-estimators, Semiparametric mixtures in case-control studies, Weak Convergence of the Empirical Characteristic Function, Nonmetric Compact Spaces and Nonmeasurable Processes, Order compression schemes, Theory of Classification: a Survey of Some Recent Advances, TEST FOR CHANGES IN THE MODELED SOLVENCY CAPITAL REQUIREMENT OF AN INTERNAL RISK MODEL, The convolution metric dg