Empirical likelihood methods with weakly dependent processes
نویسندگان
چکیده
منابع مشابه
On weakly bounded empirical processes
Let F be a class of functions on a probability space (Ω, μ) and let X1, ..., Xk be independent random variables distributed according to μ. We establish an upper bound that holds with high probability on supf∈F |{i : |f(Xi)| ≥ t} for every t > 0, and that depends on a natural geometric parameter associated with F . We use this result to analyze the supremum of empirical processes of the form Zf...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1997
ISSN: 0090-5364
DOI: 10.1214/aos/1069362388