Empirical processes indexed by estimated functions
| dc.creator | van der Vaart, Aad W. | |
| dc.creator | Wellner, Jon A. | |
| dc.date | 2007-09-07 | |
| dc.date.accessioned | 2026-07-07T08:28:40Z | |
| dc.date.available | 2026-07-07T08:28:40Z | |
| dc.description | We consider the convergence of empirical processes indexed by functions that depend on an estimated parameter $η$ and give several alternative conditions under which the ``estimated parameter'' $η_n$ can be replaced by its natural limit $η_0$ uniformly in some other indexing set $Θ$. In particular we reconsider some examples treated by Ghoudi and Remillard [Asymptotic Methods in Probability and Statistics (1998) 171--197, Fields Inst. Commun. 44 (2004) 381--406]. We recast their examples in terms of empirical process theory, and provide an alternative general view which should be of wide applicability. | |
| dc.description | Published at http://dx.doi.org/10.1214/074921707000000382 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/0709.1013 | |
| dc.identifier | http://arxiv.org/abs/0709.1013 | |
| dc.identifier | IMS Lecture Notes Monograph Series 2007, Vol. 55, 234-252 | |
| dc.identifier | doi:10.1214/074921707000000382 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/137701 | |
| dc.subject | Statistics Theory | |
| dc.subject | 62G07, 62G08, 62G20, 62F05, 62F15 (Primary) | |
| dc.title | Empirical processes indexed by estimated functions | |
| dc.type | text |