Rate of convergence in the central limit theorem for empirical processes

DOI10.1007/BF01210322zbMATH Open0734.60020OpenAlexW2006573650MaRDI QIDQ810995FDOQ810995

Authors: Rimas Norvaiša, V. Paulauskas 

Publication date: 1991

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01210322

Recommendations

• A note on the rate of convergence in the CLT for empirical processes
• A central limit theorem under metric entropy with \(L_ 2\) bracketing
• scientific article; zbMATH DE number 3856100
• scientific article; zbMATH DE number 3965106
• scientific article; zbMATH DE number 219292

zbMATH Keywords

empirical processesmetric entropyBrownian bridgeempirical measure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Some special Vapnik-Chervonenkis classes
• Invariance principles for sums of Banach space valued random elements and empirical processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Probability inequalities for empirical processes and a law of the iterated logarithm
• The Density of the Distribution of the Maximum of a Gaussian Process
• Weak convergence of probabilities on nonseparable metric spaces and empirical measures on Euclidean spaces
• Sums of independent Banach space valued random variables
• Title not available (Why is that?)
• Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
• Strong approximation for multivariate empirical and related processes, via KMT constructions
• Lower bounds on the approximation of the multivariate empirical process
• Convergence of moments and related functional in the general central limit theorem in banach spaces
• Régularité de processus gaussiens
• Rates of convergence in the central limit theorem for empirical processes
• Universal Donsker classes and metric entropy
• A remark on the approximation of the sample DF in the multidimensional case
• The central limit theorem for empirical processes on Vapnik- Červonenkis classes
• Estimates of convergence rate in the central limit theorem in C(S)
• Title not available (Why is that?)
• The central limit theorem for stochastic processes
• Empirical processes: A survey of results for independent and identically distributed random variables
• Normal approximation - some recent advances
• Title not available (Why is that?)
• Title not available (Why is that?)
• Fibering method in some probabilistic problems
• Bounds for the speed of convergence in the central limit theorem in C(S)
• Rate of convergence in the central limit theorem in the space D[0,1]

Cited In (10)

• Rates of convergence in the central limit theorem for empirical processes
• High-dimensional CLT: improvements, non-uniform extensions and large deviations
• Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic.
• A note on the rate of convergence in the CLT for empirical processes
• Entropy conditions for \(L_{r}\)-convergence of empirical processes
• On the speed of convergence in the central limit theorem of log- likelihood ratio processes
• Some limit theorems for the empirical process indexed by functions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Gaussian approximation of suprema of empirical processes

This page was built for publication: Rate of convergence in the central limit theorem for empirical processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q810995)