Weak Convergence and Empirical Processes

Weak Convergence and Empirical Processes

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This book explores weak convergence theory and empirical processes and their applications to many applications in statistics. Part one reviews stochastic convergence in its various forms. Part two offers the theory of empirical processes in a form accessible to statisticians and probabilists. Part three covers a range of topics demonstrating the applicability of the theory to key questions such as measures of goodness of fit and the bootstrap.The second term in the third representation of Z, is asymptotically negligible. ... This is a zeromean Gaussian process with covariance function EZ(s1, ti)Z(S2, t2) = (s1 /\ S2 a€“ sis?) ... The conclusion of the preceding theorem immediately yields that under the null hypothesis the sequence of test statistics Kn = y/n}|H, - P, anbsp;...

Title:Weak Convergence and Empirical Processes
Author: A.W. van der vaart, Jon Wellner
Publisher:Springer Science & Business Media - 2013-03-09

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