Empirical Distributions and Processes

Selected Papers from a Meeting at Oberwolfach, March 28 - April 3, 1976
Herausgegeben:Gänssler, P.; Revesz, P.

• Broschiertes Buch

Produktbeschreibung

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.

Produktdetails

• Lecture Notes in Mathematics 566
• Verlag: Springer / Springer Berlin Heidelberg / Springer, Berlin
• Artikelnr. des Verlages: 978-3-540-08061-9
• 1976.
• Seitenzahl: 160
• Erscheinungstermin: 29. Dezember 1976
• Englisch
• Abmessung: 235mm x 155mm x 9mm
• Gewicht: 276g
• ISBN-13: 9783540080619
• ISBN-10: 3540080619
• Artikelnr.: 23574724

Inhaltsangabe

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.