Limit theorems for empirical processes

DOI10.1007/BF00535488zbMATH Open0443.60020OpenAlexW2045381365MaRDI QIDQ3886567FDOQ3886567

Authors

Publication date 1981

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00535488

zbMATH Keywords

central limit theoremBernstein inequalitiesempirical measuresGlivenko-Cantelli theoremDonsker classseparable stochastic processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Cites work

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• scientific article; zbMATH DE number 3222422 (Why is no real title available?)
• Central limit theorems for empirical measures
• Empirical discrepancies and subadditive processes
• Measures on non-separable metric spaces
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
• Weak convergence of probabilities on nonseparable metric spaces and empirical measures on Euclidean spaces

Cited in

(6)

• Asymptotic results for empirical and partial-sum processes: A review
• Robust regression using biased objectives
• WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
• Invariance principles for sums of Banach space valued random elements and empirical processes
• Representation and approximation of large population age distributions using Poisson random measures
• Measures of centrality for multivariate and directional distributions

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