Ask a Question

Prefer a chat interface with context about you and your work?

Empirical processes indexed by estimated functions

Empirical processes indexed by estimated functions

<!-- *** Custom HTML *** --> We consider the convergence of empirical processes indexed by functions that depend on an estimated parameter $\eta$ and give several alternative conditions under which the ``estimated parameter'' $\eta_n$ can be replaced by its natural limit $\eta_0$ uniformly in some other indexing set $\Theta$. In …