New Donsker classes

• 成果类型: Article
• 署名作者: vanderVaart, A
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 1996
• 页码: 2128-2140
• 关键词: central limit-theorem; Empirical Processes

摘要

Several classes of functions are shown to be Donsker by an argument based on partitioning the sample space. One example is the class of all nondecreasing functions f: R --> R such that 0 less than or equal to f less than or equal to F for a given function F with integral F-2 dP/root 1 - P < infinity.