Uniform central limit theorems:

In this new edition of a classic work on empirical processes the author, an acknowledged expert, gives a thorough treatment of the subject with the addition of several proved theorems not included in the first edition, including the Bretagnolle–Massart theorem giving constants in the Komlos–Major–Tu...

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Bibliographische Detailangaben
Beteilige Person: Dudley, Richard M. 1938- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Cambridge Cambridge University Press 2014
Ausgabe:Second edition
Schriftenreihe:Cambridge studies in advanced mathematics 142
Schlagwörter:
Links:https://doi.org/10.1017/CBO9781139014830
https://doi.org/10.1017/CBO9781139014830
https://doi.org/10.1017/CBO9781139014830
https://doi.org/10.1017/CBO9781139014830
Zusammenfassung:In this new edition of a classic work on empirical processes the author, an acknowledged expert, gives a thorough treatment of the subject with the addition of several proved theorems not included in the first edition, including the Bretagnolle–Massart theorem giving constants in the Komlos–Major–Tusnady rate of convergence for the classical empirical process, Massart's form of the Dvoretzky–Kiefer–Wolfowitz inequality with precise constant, Talagrand's generic chaining approach to boundedness of Gaussian processes, a characterization of uniform Glivenko–Cantelli classes of functions, Giné and Zinn's characterization of uniform Donsker classes, and the Bousquet–Koltchinskii–Panchenko theorem that the convex hull of a uniform Donsker class is uniform Donsker. The book will be an essential reference for mathematicians working in infinite-dimensional central limit theorems, mathematical statisticians, and computer scientists working in computer learning theory. Problems are included at the end of each chapter so the book can also be used as an advanced text
Umfang:1 online resource (xii, 472 Seiten)
ISBN:9781139014830
DOI:10.1017/CBO9781139014830