Weak Convergence and Empirical Processes: With Applications to Statistics

by Aad W. van der Vaart, Jon A. Wellner

This book explores weak convergence theory and empirical processes and their applications to many applications in statistics. Part one reviews stochastic convergence in its various forms. Part two offers the theory of empirical processes in a form accessible to statisticians and probabilists. Part three covers a range of topics demonstrating the applicability of the theory to key questions such as measures of goodness of fit and the bootstrap.

526 pages, Hardcover

First published March 14, 1996

Reviews

[Gregory Sun · Rating 4 out of 5]

I'm learning a lot, but god damn, are all the typos meant as a pedagogical tool to check my understanding?