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.
Information
Published: 1 January 2006
First available in Project Euclid: 28 November 2007
zbMATH: 1122.60028
MathSciNet: MR2387768
Digital Object Identifier: 10.1214/074921706000000833
Subjects:
Primary:
60F05
Secondary:
60F17
Keywords:
central limit theorems
,
Empirical processes
Rights: Copyright © 2006, Institute of Mathematical Statistics
