New Donsker classes
van der Vaart, Aad
Ann. Probab., Tome 24 (1996) no. 2, p. 2128-2140 / Harvested from Project Euclid
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Several classes of functions are shown to be Donsker by an argument based on partitioning the sample space. One example is the class of all nondecreasing functions $f: \mathbb{R} \to \mathbb{R}$ such that $0 \leq f \leq F$ for a given function F with $\int F^2 dP/ \sqrt{1-P} < \infty$.
Publié le : 1996-10-14
Classification:  Bracketing number,  covering number,  entropy,  Donsker class,  empirical central limit theorem,  60F17 
@article{1041903221,
     author = {van der Vaart, Aad},
     title = {New Donsker classes},
     journal = {Ann. Probab.},
     volume = {24},
     number = {2},
     year = {1996},
     pages = { 2128-2140},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1041903221}
}

van der Vaart, Aad. New Donsker classes. Ann. Probab., Tome 24 (1996) no. 2, pp.  2128-2140. http://gdmltest.u-ga.fr/item/1041903221/