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Modified empirical CLT's under only pre-Gaussian conditions

Shahar Mendelson·Joel Zinn
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Abstract

We show that a modified Empirical process converges to the limiting Gaussian process whenever the limit is continuous. The modification depends on the properties of the limit via Talagrand's characterization of the continuity of Gaussian processes.

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Shahar Mendelson, Joel Zinn. 2006-12-22. Modified empirical CLT's under only pre-Gaussian conditions. https://doi.org/10.1214/074921706000000833

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