Weak convergence and empirical processes. Aad van der Vaart, Jon Wellner

Weak convergence and empirical processes


Weak.convergence.and.empirical.processes.pdf
ISBN: 0387946403,9780387946405 | 264 pages | 7 Mb


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Weak convergence and empirical processes Aad van der Vaart, Jon Wellner
Publisher: Springer




Economic convergence Across German Regions in Light of Empirical Findings - November, 2006 Continue reading → At the core of their discussion stands an identity that is suggested to model the transitional growth process: Transitional Growth Process Model. (1973) “Convergence Rates of Certain Approximate Solutions to Fredholm Integral Equations of the First Kind”, Journal of Approximation Theory, 7, 167-185. This trend is also mirrored in the relative weakness of growth rates in output for the eastern region compared with the western region during this same period (see Table 2). A prototypical Weak Convergence of Self-Normalized Sums.- 5. Weak.convergence.and.empirical.processes.pdf. Weak Convergence and Empirical Processes . Weak convergence and empirical processes. Self-normalized processes are of common occurrence in probabilistic and statistical studies. Empirical Processes With Applications to Statistics (Classics in Applied Mathematics). Aad van der Vaart, Jon Wellner. [For more on that line of thought, see Sara van de Geer's book.]). The weak convergence of the Stochastic processes and are given in this paper, where{Zn(u,v):0≤u,v≤1} is an empirical copula process. The usual asymptotic properties, including the Wilks-type result of convergence to a chi2 distribution for the empirical likelihood ratio based test, and asymptotic normality for the corresponding maximum empirical likelihood estimator, are to obtain approximate cutoff points for the test statistics, a simulation based resampling method is proposed, with theoretical justification given by establishing weak convergence for the randomly weighted log-rank score process.