The central limit theorem for empirical processess on V-C classes: a majorizing measure approach

Juan Romo

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: Alexander (1987) gave necessary and sufficient conditions for the central limit theorem for empirical processes on Vapnik-Cervonenkis classes of functions. In this paper we present a different version of his result using Talagrand's analytic characterization of pregaussianness (the majorizing measure condition). Our proof can be directly extended to give the corresponding result in the non-gaussian stable case.

Keywords: Vapnik-Cervonenkis; classes; Majorizing; measure; Central limit theorem (search for similar items in EconPapers)
Date: 1993-10
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:3734

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