Lecture 13 : Empirical Central Limit Theorems
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چکیده
This lecture will complete our coverage of empirical process theory. We will state without proof a more abstract version of the Donsker Theorem, that is covered in detail in (Pollard, 1984, §7.5), and supply two examples of its application. 1 Setup Recall the entropy integral from last lecture, where we developed the Chaining Lemma for checking the conditions for stochastic equicontinuity.
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تاریخ انتشار 2007