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Uniform central limit theorems /
"This classic work on empirical processes has been considerably expanded and revised from the original edition. When samples become large, the probability laws of large numbers and central limit theorems are guaranteed to hold uniformly over wide domains. The author, an acknowledged expert, giv...
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| Format: | Printed Book |
| Language: | English |
| Edition: | Second edition. |
| Series: | Cambridge studies in advanced mathematics
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| Subjects: | |
| Online Access: | Cover image |
Table of Contents:
- Machine generated contents note: 1. Donsker's theorem and inequalities; 2. Gaussian processes; sample continuity; 3. Definition of Donsker classes; 4. Vapnik-Cervonenkis combinatorics; 5. Measurability; 6. Limit theorems for VC-type classes; 7. Metric entropy with bracketing; 8. Approximation of functions and sets; 9. Two samples and the bootstrap; 10. Uniform and universal limit theorems; 11. Classes too large to be Donsker; Appendix A. Differentiating under an integral sign; Appendix B. Multinomial distributions; Appendix C. Measures on nonseparable metric spaces; Appendix D. An extension of Lusin's theorem; Appendix E. Bochner and Pettis integrals; Appendix F. Non-existence of some linear forms; Appendix G. Separation of analytic sets; Appendix H. Young-Orlicz spaces; Appendix I. Versions of isonormal processes.