Rates of growth and sample moduli for weighted empirical processes indexed by sets
- 1 July 1987
- journal article
- Published by Springer Science and Business Media LLC in Probability Theory and Related Fields
- Vol. 75 (3), 379-423
- https://doi.org/10.1007/bf00318708
Abstract
Probability inequalities are obtained for the supremum of a weighted empirical process indexed by a Vapnik-Červonenkis class C of sets. These inequalities are particularly useful under the assumption P(∪{C∈C:P(C)<t})»0 as t»0. They are used to obtain almost sure bounds on the rate of growth of the process as the sample size approaches infinity, to find an asymptotic sample modulus for the unweighted empirical process, and to study the ratio P n/P of the empirical measure to the actual measure.Keywords
This publication has 25 references indexed in Scilit:
- Sample Moduli for Set-Indexed Gaussian ProcessesThe Annals of Probability, 1986
- Some Limit Theorems for Empirical ProcessesThe Annals of Probability, 1984
- Probability Inequalities for Empirical Processes and a Law of the Iterated LogarithmThe Annals of Probability, 1984
- Asymptotics of Graphical Projection PursuitThe Annals of Statistics, 1984
- Convergence of Stochastic ProcessesSpringer Series in Statistics, 1984
- Central Limit Theorems for Empirical MeasuresThe Annals of Probability, 1978
- The law of the iterated logarithm for normalized empirical distribution functionProbability Theory and Related Fields, 1977
- Sample Functions of the Gaussian ProcessThe Annals of Probability, 1973
- Probability Inequalities for Sums of Bounded Random VariablesJournal of the American Statistical Association, 1963
- Probability Inequalities for the Sum of Independent Random VariablesJournal of the American Statistical Association, 1962