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Uniform central limit theorems
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Uniform central limit theorems

Author: R M Dudley
Publisher: New York : Cambridge University Press, 2008.
Series: Cambridge studies in advanced mathematics, 63.
Edition/Format:   Book : English : Digitally printed versionView all editions and formats
Summary:

This treatise by an acknowledged expert includes several topics not found in any previous book.

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Document Type: Book
All Authors / Contributors: R M Dudley
ISBN: 9780521052214 0521052211
OCLC Number: 664562224
Description: xiv, 436 p. : ill. ; 24 cm.
Contents: 1. Introduction: Donsker's theorem, metric entropy, and inequalitites 2. Gaussian measures and processes 3. Foundations of uniform central limit theorems: Donsker classes 4. Vapnik-Cervonenkis combinatorics 5. Measurability 6. Limit theorems for Vapnik-Cervonenkis and related classes 7. Metric entropy, with inclusion and bracketing 8. Approximation of functions and sets 9. Sums in general Banach spaces and invariance principles 10. Universal and uniform central limit theorems 11. The two-sample case, the bootstrap, and confidence sets 12. Classes of sets or functions too large for central limit theorems.
Series Title: Cambridge studies in advanced mathematics, 63.
Responsibility: R.M. Dudley.

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'It is for certain that this will soon be a classic piece of work in the empirical process literature.' N. D. C. Veraberbeke, ISI Short Book Reviews 'The material of the book is very well organized, Read more...

 
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