Empirical Processes : Notes 1
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چکیده
See, for example, Billingsley (Prob. & Measure) for a proof. Donsker’s theorem deals with the convergence, in distribution, of the empirical process. In what follows I will assume the basic concepts of convergence in distribution for stochastic processes assuming values in a metric space. Billingsley’s book on weak convergence (especially the 2nd edition) is an excellent reference (in particular, Chapter 1 for the general theory).
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تاریخ انتشار 2010