scientific article; zbMATH DE number 3795074

MaRDI QIDQ4741476zbMATH OpenFDO

Authors

Publication date 1982

zbMATH Keywords

central limit theoremempirical processmetric entropy proofVapnik-Cervonenkis class

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) General second-order stochastic processes (60G12)

Cited in

(32)

• Entropy conditions for \(L_{r}\)-convergence of empirical processes
• Lévy's Brownian motion as a set-indexed process and a related central limit theorem
• Central limit theorems for stochastic processes under random entropy conditions
• Rates of growth and sample moduli for weighted empirical processes indexed by sets
• Uniform limit theorems for Harris recurrent Markov chains
• Empirical process methods for classical fiber bundles
• The law of the iterated logarithm for empirical processes on Vapnik- Červonenkis classes
• Functional central limit theorems for triangular arrays of function-indexed processes under uniformly integrable entropy conditions
• Random coefficient regressions: parametric goodness-of-fit tests.
• The central limit theorem and the law of iterated logarithm for empirical processes under local conditions
• Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis.
• Convergence rate and Bahadur type representation of general smoothing spline M-estimates
• A local maximal inequality under uniform entropy
• Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
• Empirical process theory for locally stationary processes
• Model selection by bootstrap penalization for classification
• Quadratic forms of the empirical processes for the two-sample problem for functional data
• Minimax adaptive dimension reduction for regression
• Some new tests for multivariate normality
• Classes of functions related to VC properties
• The mathematical work of Evarist Giné
• Fast rates for empirical vector quantization
• Limit theorems for empirical processes
• Invariance principles for sums of Banach space valued random elements and empirical processes
• scientific article; zbMATH DE number 13593 (Why is no real title available?)
• Some characteristics of the conditional set-indexed empirical process involving functional ergodic data
• New Donsker classes
• A sharp lower bound for agnostic learning with sample compression schemes
• Uniform and universal Glivenko-Cantelli classes
• Risk bounds for statistical learning
• Sharp estimate on the supremum of a class of sums of small i.i.d. random variables
• Sharp tail distribution estimates for the supremum of a class of sums of i.i.d. random variables

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