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Empirical Processes

  • Jiming Jiang
Chapter
Part of the Springer Texts in Statistics book series (STS, volume 0)

Abstract

In Section 6.6.1 we discussed a topic that was somehow different from the rest of Chapter 6. There, the subject being dealt with was a random function, instead of a random variable. A closer look reveals that the random function was constructed based on sum of i.i.d. random variables and equal to the latter at particular values of its variable. Since, in practice, random variables often represent observations, we call a function constructed from observed random variables a statistical function.

Keywords

Receiver Operating Characteristic Curve Weak Convergence Empirical Process Brownian Bridge Maximum Inequality 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  1. 1.Department of StatisticsUniversity of CaliforniaDavisUSA

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