Empirical Distributions and Processes

Selected Papers from a Meeting at Oberwolfach, March 28 - April 3, 1976
1976
ISBN: 978-3-540-08061-9
Verlag: Springer Berlin Heidelberg

Buch, Englisch, Band 566, 150 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 254 g

Reihe: Lecture Notes in Mathematics

Springer Book Archives

Zielgruppe

Research

Autoren/Hrsg.

Revesz, P.

Gänssler, P.

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik

Inhaltsverzeichnis

Weak approximations of the empirical process when parameters are estimated.- On the Erdös-Rényi increments and the P. Lévy modulus of continuity of a kiefer process.- Kolmogorov-smirnov tests when parameters are estimated.- On uniform convergence of measures with applications to uniform convergence of empirical distributions.- An alternative approach to glivenko-cantelli theorems.- Weak convergence under contiguous alternatives of the empirical process when parameters are estimated: The Dk approach.- Almost sure invariance principles for empirical distribution functions of weakly dependent random variables.- Three theorems of multivariate empirical process.- Weak convergence to stable laws by means of a weak invariance principle.- A necessary condition for the convergence of the isotrope discrepancy.- Two examples concerning uniform convergence of measures w.r.t. balls in Banach spaces.