Empirical Processes with Applications to Statistics (Wiley Series in Probability and Statistics)

Here is the first book to summarize a broad cross-section of the large volume of literature available on one-dimensional empirical processes. Presents a thorough treatment of the theory of empirical processes, with emphasis on real random variable processes as well as a wide-ranging selection of applications in statistics. Featuring many tables and illustrations accompanying the proofs of major results, coverage includes foundations--special spaces and special processes, convergence and distribution of empirical processes, alternatives and processes of residuals, integral tests of fit and estimated empirical processes, and martingale methods.

Originally published in 1986, this valuable reference provides a detailed treatment of limit theorems and inequalities for empirical processes of real-valued random variables. This book is appropriate for researchers in statistical theory, probability theory, biostatistics, econometrics, and computer science.