Some limit theorems for empirical processes (with discussion)

DOI10.1214/AOP/1176993138zbMATH Open0553.60037OpenAlexW2054098737WikidataQ101068679 ScholiaQ101068679MaRDI QIDQ802198FDOQ802198

Authors: Joel Zinn, Evarist Giné 

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1214/aop/1176993138

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zbMATH Keywords

central limit theoremempirical processesinvariance principlelaw of the iterated logarithmcomputer aided samplingP-Donsker classprocesses indexed by functionsVapnik-Červonenkis classes

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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• The law of the iterated logarithm for empirical processes on Vapnik- Červonenkis classes
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• Upper functions for positive random functionals. I: General setting and Gaussian random functions
• Kernel density estimators: convergence in distribution for weighted sup-norms
• Moderate deviations for \(M\)-estimators
• Uniform bounds for norms of sums of independent random functions
• Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data
• VC bounds on the cardinality of nearly orthogonal function classes
• The \(L_1\)-norm density estimator process
• High-frequency Donsker theorems for Lévy measures
• Weighted uniform consistency of kernel density estimators.
• Uniform central limit theorems for kernel density estimators
• An empirical process approach to the uniform consistency of kernel-type function estimators
• An improved analysis of the Rademacher data-dependent bound using its self bounding property
• Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
• Convergence rates of least squares regression estimators with heavy-tailed errors
• Uniform in bandwidth consistency of kernel-type function estimators
• Permutation tests for multivariate location problems
• Optimal Matching and Empirical Measures
• The bootstrap for empirical processes based on stationary observations
• Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection
• Sequential complexities and uniform martingale laws of large numbers
• Gelfand numbers of operators with values in a Hilbert space
• Donsker classes of sets
• Donsker classes and random geometry
• The central limit theorem for weighted empirical processes indexed by sets
• A conversation with Jon Wellner
• Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder)
• Nonparametric function estimation subject to monotonicity, convexity and other shape constraints
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• A uniform CLT for uniformly bounded families of martingale differences
• \(\ell _{1}\)-regularized linear regression: persistence and oracle inequalities
• Sphere packing numbers for subsets of the Boolean \(n\)-cube with bounded Vapnik-Chervonenkis dimension
• A weak convergence result useful in robust autoregression
• Local nonlinear least squares: using parametric information in nonparametric regression
• Complexity regularization via localized random penalties
• Uniform and universal Glivenko-Cantelli classes
• Functional central limit theorems for triangular arrays of function-indexed processes under uniformly integrable entropy conditions
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• Majorizing measures and proportional subsets of bounded orthonormal systems
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• Asymptotic distribution of regression M-estimators
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• On tensor completion via nuclear norm minimization
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• Upper bounds on product and multiplier empirical processes
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• Gaussian approximation of the empirical process under random entropy conditions
• Some limit theorems for the empirical process indexed by functions
• A Donsker-type theorem for log-likelihood processes
• Empirical processes with a bounded \(\psi_1\) diameter
• M-estimators converging to a stable limit
• Exact Bounds for the Stochastic Upward Matching Problem
• Central limit theorems for stochastic processes under random entropy conditions
• On the optimality of the aggregate with exponential weights for low temperatures
• Fast rates for empirical vector quantization
• Asymptotic normality of multivariate trimmed means
• Robust multivariate mean estimation: the optimality of trimmed mean
• The limit process of the difference between the empirical distribution function and its concave majorant
• Learning without concentration
• M-type estimators of regression function with applications
• Bootstrap by sequential resampling
• Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions
• A Donsker theorem for Lévy measures
• Un critère sur les petites boules dans le théorème limite central. (A criterion on small balls in the central limit theorem)
• The central limit theorem for empirical processes on Vapnik- Červonenkis classes
• Aggregation via empirical risk minimization
• Subspaces and orthogonal decompositions generated by bounded orthogonal systems
• Learning without concentration for general loss functions
• Testing the Equality of Multivariate Distributions Using the Bootstrap and Integrated Empirical Processes
• The the uniform mean-square ergodic theorem for wide sense stationary processes
• An estimate on the supremum of a nice class of stochastic integrals and U-statistics
• The central limit theorem and the law of iterated logarithm for empirical processes under local conditions
• Empirical processes and random projections
• A uniform functional law of the logarithm for the local empirical process.
• A CLT for empirical processes involving time-dependent data
• Optimal convergence rate of the universal estimation error
• Regularization in kernel learning
• Laws of the iterated logarithm for censored data
• Aspects of discrete mathematics and probability in the theory of machine learning
• Least tail-trimmed squares for infinite variance autoregressions
• Theory of Classification: a Survey of Some Recent Advances
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• Central limit theorem and increment conditions
• On rates of convergence and asymptotic normality in the multiknapsack problem
• A uniform \(L^1\) law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator
• Approximating the covariance ellipsoid
• Sampling discretization of integral norms of the hyperbolic cross polynomials
• Statistical learning based on Markovian data maximal deviation inequalities and learning rates
• The law of large numbers in locally convex spaces
• Limit theorems in a nonseparable function space
• Detection and analysis of spikes in a random sequence
• The Law of the Iterated Logarithm in Uniformly Convex Banach Spaces
• Central limit theorem for stochastically continuous processes. Convergence to stable limit
• Fluctuation bounds for sock-sorting and other stochastic processes

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