Rates of convergence in the central limit theorem for empirical processes
Rates of convergence in the central limit theorem for empirical processes
In this paper we study we uniform behavior of the empirical brownian bridge over families of functions F bounded by a function F (the observations are independent with common distribution P). Under some suitable entropy conditions which were already used by KolĨinskii and Pollard, we prove exponential inequalities in the ā€¦