scientific article; zbMATH DE number 1300848
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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)
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(45)- Feller chains and random functions
- Multivariate spatial conditional U-quantiles: a Bahadur-Kiefer representation
- Significance testing in nonparametric regression based on the bootstrap.
- The law of large numbers in locally convex spaces
- Connecting pairwise geodesic spheres by depth: DCOPS
- The uniform central limit theorem for the Kaplan-Meier integral process
- Functional weak limit theorem for a local empirical process of non-stationary time series and its application
- scientific article; zbMATH DE number 7709548 (Why is no real title available?)
- 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
- On nondifferentiable functions and the bootstrap
- Nonparametric tests of independence between random vectors
- 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
- General \(M\)-estimation and its bootstrap
- Empirical processes in survey sampling with (conditional) Poisson designs
- 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
- A Donsker and Glivenko-Cantelli theorem for random measures linked to extreme value theory
- 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
- Convergence of weighted partial sums when the limiting distribution is not necessarily Radon
- The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions
- Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions
- Exchangeably weighted bootstraps of martingale difference arrays under the uniformly integrable entropy
- 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
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