This chapter presents an overview of the main ideas and techniques of empirical process research. The emphasis is on those concepts which directly impact statistical estimation and inference. The major distinction between empirical process theory and more standard asymptotics is that the random quantities studied have realizations as functions rather than real numbers or vectors. Proofs of results and certain details in definitions are postponed until Part II of the book.


Weak Convergence Sample Path Empirical Process Empirical Distribution Function Real Random Variable 
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© Springer Science+Business Media, LLC 2008

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