Lectures on Empirical Processes

Theory and Statistical Applications

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	FrontmatterDownload pp. i–iv
	PrefaceDownload pp. v–vi
	ContentsDownload pp. vii–ix
	Empirical and Quantile Processes in the Asymptotic Theory of Goodness-of-fit Testsp. 1
1	Introductionpp. 1–2
2	Testing fit to a fixed distributionpp. 2–12
3	Some tools from empirical processes theorypp. 12–30
4	Testing fit to a family of distributionspp. 30–44
5	Tests based on Wasserstein distancepp. 44–48
6	Asymptotics for L2-functionals of the quantile processpp. 49–86
	Referencespp. 87–92
	Topics on Empirical Processesp. 93
1	Introduction, notation and preliminariespp. 93–113
2	Fluctuations of partial sumspp. 114–136
3	Empirical processespp. 136–163
4	Auxiliary resultspp. 164–180
	Referencespp. 180–190
	Oracle Inequalities and Regularizationp. 191
1	Statistical modelspp. 191–200
2	M-estimatorspp. 200–208
3	The sequence space formulationpp. 209–221
4	Overruling the variancepp. 221–229
5	The $ℓ_{1}$ -penaltypp. 229–241
6	Tools from empirical process theorypp. 242–250
	Referencespp. 250–252
	Indexpp. 253–254