New Donsker classes

DOI10.1214/aop/1041903221zbMath0872.60023OpenAlexW2093027384MaRDI QIDQ674523

Aad W. van der Vaart

Publication date: 12 October 1997

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1041903221

zbMATH Keywords

entropyBrownian bridgecovering numberempirical measureDonsker classbracketing numberempirical central limit theorem

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Related Items

Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type, Limiting law results for a class of conditional mode estimates for functional stationary ergodic data, Quadratic forms of the empirical processes for the two-sample problem for functional data, Quantile residual lifetime for left-truncated and right-censored data, Efficiency. of infinite dimensional M‐ estimators, Limit distributions and sensitivity analysis for empirical entropic optimal transport on countable spaces, Uniform confidence bands for hazard functions from censored prevalent cohort survival data, General tests of conditional independence based on empirical processes indexed by functions, General tests of independence based on empirical processes indexed by functions, UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES, Higher order semiparametric frequentist inference with the profile sampler, Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies, Stable limit theorems for empirical processes under conditional neighborhood dependence, Unnamed Item, Extremes of normed empirical moment generating function processes, Semiparametric mixtures in case-control studies, The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions, Set structured global empirical risk minimizers are rate optimal in general dimensions, Efficient maximum likelihood estimation in semiparametric mixture models, Testing conditional independence via Rosenblatt transforms, Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences, Smallest nonparametric tolerance regions., On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The central limit theorem for empirical processes on Vapnik- Červonenkis classes
• Cube root asymptotics
• Empirical processes indexed by Lipschitz functions
• Measurability problems for empirical processes
• Universal Donsker classes and metric entropy
• A central limit theorem under metric entropy with \(L_ 2\) bracketing
• The central limit theorem for stochastic processes