scientific article; zbMATH DE number 1300848

zbMATH Open0919.60003MaRDI QIDQ4249018FDOQ4249018

Authors: Jørgen Hoffmann-Jørgensen 

Publication date: 14 June 1999

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Foundations of stochastic processes (60G05)

Cited In (42)

• Significance testing in nonparametric regression based on the bootstrap.
• The law of large numbers in locally convex spaces
• The uniform central limit theorem for the Kaplan-Meier integral process
• Connecting pairwise geodesic spheres by depth: DCOPS
• Title not available (Why is that?)
• Functional weak limit theorem for a local empirical process of non-stationary time series and its application
• Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
• On the asymptotic accuracy of the bootstrap under arbitrary resampling size
• On weak convergence of the bootstrap general empirical process with random resample size
• The uniform central limit theorem for the tent map
• A max-correlation white noise test for weakly dependent time series
• Bootstrap uniform central limit theorems for Harris recurrent Markov chains
• Measures on topological spaces
• An extended continuous mapping theorem for outer almost sure weak convergence
• Nonparametric tests of independence between random vectors
• On nondifferentiable functions and the bootstrap
• Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions
• The structure of functions satisfying the law of large numbers in a class of locally convex spaces
• Empirical processes in survey sampling with (conditional) Poisson designs
• General \(M\)-estimation and its bootstrap
• Functional central limit theorems for triangular arrays of function-indexed processes under uniformly integrable entropy conditions
• Some characteristics of the conditional set-indexed empirical process involving functional ergodic data
• A smoothed \(p\)-value test when there is a nuisance parameter under the alternative
• Majorization in de Branges spaces. III. Division by Blaschke products
• Uniform CLT for Markov chains and its invariance principle: A martingale approach
• Some limit theorems for the empirical process indexed by functions
• Limiting law results for a class of conditional mode estimates for functional stationary ergodic data
• Moderate deviations for degenerate \(U\)-processes.
• Central limit theorem for weighted martingales with applications
• \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters
• The central limit theorem for non-separable valued functions
• The central limit theorem for empirical processes on V-Č classes: A majorizing measure approach
• General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters
• On the minimizing point of the incorrectly centered empirical process and its limit distribution in nonregular experiments
• The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions
• Convergence of weighted partial sums when the limiting distribution is not necessarily Radon
• Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions
• The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications
• Estimating POT second-order parameter for bias correction
• Weak convergence of convex stochastic processes
• The central limit theorem for stochastic processes. II
• Feller chains and random functions

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