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Empirical processes with applications to statistics. Reprint of the 1986 original ed. (English) Zbl 1171.62057

Classics in Applied Mathematics 59. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM). (ISBN 978-0-898716-84-9/pbk; 978-0-89871-901-7/ebook). xlii, 959 p. (2009).
Publisher’s description: Originally published in 1986, this valuable reference provides a detailed treatment of limit theorems and inequalities for empirical processes of real-valued random variables. It also includes applications of the theory to censored data, spacings, rank statistics, quantiles, and many functionals of empirical processes, including a treatment of bootstrap methods, and a summary of inequalities that are useful for proving limit theorems. At the end of the Errata section, the authors have supplied references to solutions for 11 of the 19 Open Questions provided in the book’s original edition.

MSC:

62M99 Inference from stochastic processes
62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62G30 Order statistics; empirical distribution functions
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