Bracketing Metric Entropy Rates and Empirical Central Limit Theorems for Function Classes of Besov- and Sobolev-Type
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DOI: 10.1007/s10959-007-0058-1
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References listed on IDEAS
- Arcones, Miguel A., 1994. "The central limit theorem for U-processes indexed by Hölder's functions," Statistics & Probability Letters, Elsevier, vol. 20(1), pages 57-62, May.
- van der Vaart, Aad, 1994. "Bracketing smooth functions," Stochastic Processes and their Applications, Elsevier, vol. 52(1), pages 93-105, August.
- Yukich, J. E., 1986. "Rates of convergence for classes of functions: The non-i.i.d. case," Journal of Multivariate Analysis, Elsevier, vol. 20(2), pages 175-189, December.
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Cited by:
- Söhl, Jakob & Trabs, Mathias, 2012. "A uniform central limit theorem and efficiency for deconvolution estimators," SFB 649 Discussion Papers 2012-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Denis Belomestny & Tobias Hübner & Volker Krätschmer, 2022. "Solving optimal stopping problems under model uncertainty via empirical dual optimisation," Finance and Stochastics, Springer, vol. 26(3), pages 461-503, July.
- Nickl, Richard & Reiß, Markus, 2012. "A Donsker theorem for Lévy measures," SFB 649 Discussion Papers 2012-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fallahgoul, Hasan & Franstianto, Vincentius & Lin, Xin, 2024. "Asset pricing with neural networks: Significance tests," Journal of Econometrics, Elsevier, vol. 238(1).
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Keywords
Metric entropy with bracketing; Uniform metric entropy; Sobolev; Besov; Hölder; Triebel; and Bessel potential spaces; Uniform Donsker class; Glivenko-Cantelli;All these keywords.
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