Modified empirical CLT’s under only pre-Gaussian conditions
Shahar Mendelson, Joel Zinn
Abstract
We show that a modified Empirical process converges to the limiting Gaussian process whenever the limit is continuous. The modification depends on the properties of the limit via Talagrand's characterization of the continuity of Gaussian processes.
Primary Subjects: 60F05
Secondary Subjects: 60F17
Keywords: central limit theorems; empirical processes
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.lnms/1196284111
Digital Object Identifier: doi:10.1214/074921706000000833
Institute of Mathematical Statistics Lecture Notes - Monograph Series
