Abstract
With the notation Z i =δx i − P, the empirical central limit theorem can be written
in e∞(F), where G is a (tight) Brownian bridge. Given i.i.d. real-valued random variables ξi,..., ξ n , which are independent of Z1,..., Z n , the multiplier central limit theorem asserts that
.
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© 1996 Springer Science+Business Media New York
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van der Vaart, A.W., Wellner, J.A. (1996). Multiplier Central Limit Theorems. In: Weak Convergence and Empirical Processes. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-2545-2_21
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DOI: https://doi.org/10.1007/978-1-4757-2545-2_21
Publisher Name: Springer, New York, NY
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