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March 1996 Empirical processes and applications: an overview
Evarist Giné
Bernoulli 2(1): 1-28 (March 1996). DOI: 10.3150/bj/1193758786

Abstract

Some recent theory of empirical processes indexed by general classes of sets of functions is reviewed. Several of the main results, as well as some of the methods, such as randomization and reduction to Gaussian processes, are described. Applications in asymptotic statistics are illustrated by a few examples. The bootstrap of empirical processes, which enhances the applicability of the theory (as invariance of the limit law is the exception rather than the rule), is also discussed.

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Evarist Giné. "Empirical processes and applications: an overview." Bernoulli 2 (1) 1 - 28, March 1996. https://doi.org/10.3150/bj/1193758786

Information

Published: March 1996
First available in Project Euclid: 30 October 2007

zbMATH: 0849.62026
MathSciNet: MR1394050
Digital Object Identifier: 10.3150/bj/1193758786

Keywords: bootstrap , Donsker classes , empirical process , Invariance principles , Metric entropy , multidimensional medians , U-process

Rights: Copyright © 1996 Bernoulli Society for Mathematical Statistics and Probability

Vol.2 • No. 1 • March 1996
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