Rate of convergence in the central limit theorem for empirical processes |
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Authors: | R. Norvaiša V. Paulauskas |
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Affiliation: | (1) Department of Mathematics, University of Vilnius, Naugarduko 24, Vilnius 6, Lithuania |
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Abstract: | Let n and be an empirical process and a generalized Brownian bridge, respectively, indexed by a class of real measurable functions. From the central limit theorem for empirical processes it follows that for allr0. In this paper, assuming the class to be countably determined, under certain conditions we obtain an estimate for some constantC. Vapnik-ervonenkis class and the indicators of lower left orthants provide examples of classes considered here. |
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Keywords: | Empirical processes central limit theorem rate of convergence |
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