Empirical Processes With Applications to Statistices

Abstract

Preface for Classics Edition Preface 1. Introduction and survey of results 2. Foundations, special spaces and special processes 3. Convergence and distributions of empirical processes 4. Alternatives and processes of residuals 5. Integral test of fit and estimated empirical process 6. Martingale methods 7. Censored data: the product-limit estimator 8. Poisson and exponential representations 9. Some exact distributions 10. Linear and nearly linear bounds on the empirical distribution function Gn 11. Exponential inequalities and /q -metric convergence of Un and Vn 12. The Hungarian constructions of Kn, Un, and Vn 13. Laws of the iterated logarithm associated with Un and Vn 14. Oscillations of the empirical process 15. The uniform empirical difference process Dn==Un + Vn 16. The normalized uniform empirical process Zn and the normalized uniform quantile process 17. The uniform empirical process indexed by intervals and functions 18. The standardized quantile process Qn 19. L-statistics 20. Rank statistics 21. Spacing 22. Symmetry 23. Further applications 24. Large deviations 25. Independent but not identically distributed random variable 26. Empirical measures and processes for general spaces Appendix A. Inequalities and miscellaneous Appendix B. Counting processes Martingales References Errata Author index Subject index.