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Physical Sciences and Mathematics Commons

Open Access. Powered by Scholars. Published by Universities.®

2005

Statistical Theory

UW Biostatistics Working Paper Series

Donsker theorem

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Full-Text Articles in Physical Sciences and Mathematics

An Empirical Process Limit Theorem For Sparsely Correlated Data, Thomas Lumley Jun 2005

An Empirical Process Limit Theorem For Sparsely Correlated Data, Thomas Lumley

UW Biostatistics Working Paper Series

We consider data that are dependent, but where most small sets of observations are independent. By extending Bernstein's inequality we prove a strong law of law numbers and an empirical process central limit theorem under bracketing entropy conditions.