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When uniform weak convergence fails: empirical processes for dependence functions via epi- and hypographs
bootstrap copula epigraph hypograph stable tail dependence function minimum distance estimation weak convergence
2013/6/14
For copulas whose partial derivatives are not continuous everywhere on the interior of the unit cube, the empirical copula process does not converge weakly with respect to the supremum distance. This ...
The almost sure behavior of certain spatial repartitions of local empirical processes indexed by functions
Empirical process, Functional limit theorems Poisson processes
2011/7/5
We investigate a particular form of weak convergence of the local empirical process.
Empirical processes, Vapnik-Chervonenkis classes and Poisson processes
Empirical processes Vapnik-Chervonenkis classes Poisson processes
2009/9/24
Empirical processes, Vapnik-Chervonenkis classes and Poisson processes。
Limit theorems for empirical processes indexed by classes of sets allowing a finite-dimensional parametrization
Limit theorems for empirical processes a finite-dimensional parametrization
2009/9/24
Limit theorems for empirical processes indexed by classes of sets allowing a finite-dimensional parametrization。
Uniform moderate deviations of functional empirical processes of Markov chains
Moderak deviations Markov chains geometric ergodicity regeneration split chain method
2009/9/22
We obtain uniform (in time) moderate deviations for
the functional empirical process ofa general state space Markov chain
under the geometric ergodicity assumption, and a regularity condition
for t...
Weak convergence of some randomly indexed empirical processes
Kac empirical procesg random sample size genetalized P-Brownian fields Donsker classes
2009/9/21
In this paper, we shall be concerned with weak convergence
of the randomly indexed versions of the standard and 'Fndependence"
empirical processes, in the general framework of stochastic
processes ...
Approximation for general bootstrap of empirical processes with an application to kernel-type density estimation
General bootstrap Brownian bridge Best approximation kernel density estimator
2010/3/19
The purpose of this note is to provide an approximation for the generalized bootstrapped empirical process achieving the rate in Komlós et al. (1975). The proof is based onmuch the same arguments used...