Zobrazeno 1 - 10
of 27
pro vyhledávání: '"Peter Gaenssler"'
Publikováno v:
Results in Mathematics. 51:51-60
We describe in a coherent way a proof that the cdf of the supremum of a mean-zero Gaussian process is continuous and strictly increasing as soon as it is not degenerate at zero. The importance of both properties is illustrated by an application to st
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cffda9d151840f180a1993f48ff6d666
https://doi.org/10.1007/s00025-007-0257-1
https://doi.org/10.1007/s00025-007-0257-1
Autor:
Peter Gaenssler, Jon A. Wellner
Publikováno v:
Wiley StatsRef: Statistics Reference Online.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cbe4f3d1fc43fa49cf7fac843a654f27
https://doi.org/10.1002/9781118445112.stat02879
https://doi.org/10.1002/9781118445112.stat02879
Autor:
Peter Gaenssler, Daniel Rost
Publikováno v:
High Dimensional Probability II ISBN: 9781461271116
We consider function-indexed smoothed empirical measures on linear metric spaces and focus on uniform laws of large numbers (ULLN) comparable with Glivenko-Cantelli results in the non-smoothed case. Using the random measure process approach we are ab
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::34a4abeb898510f5374f797dcfe22131
https://doi.org/10.1007/978-1-4612-1358-1_6
https://doi.org/10.1007/978-1-4612-1358-1_6
Publikováno v:
High Dimensional Probability ISBN: 9783034897907
We consider function-indexed so-called Random Measure Processes (RMP’s) and focus especially on a uniform law of large numbers (ULLN) for RMP’s. Demonstrating both its power and its generality we apply it to derive a ULLN for smoothed empirical p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e22b8a088fdaee166589c86577ba63da
https://doi.org/10.1007/978-3-0348-8829-5_6
https://doi.org/10.1007/978-3-0348-8829-5_6
Autor:
Peter Gaenssler, Klaus Ziegler
Publikováno v:
Probability in Banach Spaces, 9 ISBN: 9781461266822
The purpose of the present paper is to establish a uniform law of large numbers (ULLN) in form of a Mean Glivenko-Cantelli result for so-called partial-sum processes with random locations and indexed by Vapnik-Chervonenkis classes (VCC) of sets in ar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dc847d432565197974e34e6072e322ae
https://doi.org/10.1007/978-1-4612-0253-0_26
https://doi.org/10.1007/978-1-4612-0253-0_26
Autor:
Peter Gaenssler
Publikováno v:
Asymptotic Statistics ISBN: 9783790807707
Two important processes in probability and statistics are the empirical and partial-sum processes. The purpose of this paper is to presenta unified approach to both types of processes including their multi-variate versions by studying processes Sn=((
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cf316471011e6f4a0630bb954db640b0
https://doi.org/10.1007/978-3-642-57984-4_7
https://doi.org/10.1007/978-3-642-57984-4_7
Publikováno v:
Probability in Banach Spaces, 8: ISBN: 9780817636579
The purpose of the present paper is to establish a functional central limit theorem (FCLT) for partial-sum processes with random locations and indexed by Vapnik-Cervonenkis classes (VCC) of sets in arbitrary sample spaces. The context is as follows:
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b670de4bf497b79d0c7ec878aa2022fe
https://doi.org/10.1007/978-1-4612-0367-4_26
https://doi.org/10.1007/978-1-4612-0367-4_26
Autor:
Peter Gaenssler
Publikováno v:
Lecture Notes in Economics and Mathematical Systems ISBN: 9783540550037
The construction of confidence bands for an unknown distribution function (df) on the real line ℝ using Efron’s (1979) bootstrap procedure is well known through the work of Bickel and Freedman (1981). It is based on a central limit theorem for th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::689975a540213d0f5aa3c1f91f53e400
https://doi.org/10.1007/978-3-642-48850-4_7
https://doi.org/10.1007/978-3-642-48850-4_7
Autor:
Wilhelm Schneemeier, Peter Gaenssler
Publikováno v:
Probability in Banach Spaces 6 ISBN: 9781468467833
Let T = (T, d) be a pseudo-metric space assumed to be totally bounded for the pseudo-metric d. Let \({{\ell }^{\infty }}\) (T) be the space of all bounded real valued functions on T equipped with the supremum norm \(\left\| \cdot \right\|T\) (defined
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b5048832bf2e714fba40f9e1e1d0611c
https://doi.org/10.1007/978-1-4684-6781-9_5
https://doi.org/10.1007/978-1-4684-6781-9_5
Autor:
Konrad Joos, Peter Gaenssler
Publikováno v:
Stochastic Processes and their Applications. (2):181-197
Based on the martingale version of the Skorokhod embedding Heyde and Brown (1970) established a bound on the rate of convergence in the central limit theorem (CLT) for discrete time martingales having finite moments of order 2+2δ with 0 0 was proved
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::55f173d77dc683eed8d5f48846d0929c