Zobrazeno 1 - 10
of 17 711
pro vyhledávání: '"Empirical processes"'
Autor:
Munko, Merle, Dobler, Dennis
The functional delta-method has a wide range of applications in statistics. Applications on functionals of empirical processes yield various limit results for classical statistics. To improve the finite sample properties of statistical inference proc
Externí odkaz:
http://arxiv.org/abs/2408.10856
Autor:
Cattaneo, Matias D., Yu, Ruiqi Rae
This paper presents new uniform Gaussian strong approximations for empirical processes indexed by classes of functions based on $d$-variate random vectors ($d\geq1$). First, a uniform Gaussian strong approximation is established for general empirical
Externí odkaz:
http://arxiv.org/abs/2406.04191
Autor:
Borisov, Igor1 (AUTHOR) sibam@math.nsc.ru
Publikováno v:
Mathematics (2227-7390). Sep2024, Vol. 12 Issue 18, p2803. 20p.
Autor:
Pouzo, Demian
This paper provides a bound for the supremum of sample averages over a class of functions for a general class of mixing stochastic processes with arbitrary mixing rates. Regardless of the speed of mixing, the bound is comprised of a concentration rat
Externí odkaz:
http://arxiv.org/abs/2402.11394
Autor:
Giessing, Alexander
In this paper we develop non-asymptotic Gaussian approximation results for the sampling distribution of suprema of empirical processes when the indexing function class $\mathcal{F}_n$ varies with the sample size $n$ and may not be Donsker. Prior appr
Externí odkaz:
http://arxiv.org/abs/2309.01307