Blogs about: Prokhorovs Theorem

Featured Blog

The Delta method: Main Result

Let an estimator of , we want to estimate the parameter where is a known function. It is natural to estimate by . Now, we can then ask: How the asymptotic properties of could be transfer to ? The cont… more →

Maximum Entropy

The Delta method: Main Result — 1 comment

Maikol Solís wrote 7 months ago: Let an estimator of , we want to estimate the parameter where is a known function. It is natural to … more →

Tags: statistics, Continuous Mapping Theorem, Convergence of random variables, delta method, Prohorov's theorem, Slutsky's theorem

Characteristic functions and the Lévy's continuity theorem — 2 comments

Maikol Solís wrote 10 months ago:  Using of the Pormanteau lemma, it is possible to show convergence in distribution for a random vect … more →

Tags: statistics, Convergence of random variables, Portmanteau's lemma, Prohorov's theorem, Lévy's continuity theorem, random vectors, Fubini's theorem, Characteristic function (probability theory)

Equivalence between weak convergence and uniform tightness. — 7 comments

Maikol Solís wrote 1 year ago: Let me start with a technical lemma that it will be very useful to show the equivalence between weak … more →

Tags: statistics, Portmanteau's lemma, Helly's lemma, Prohorov's theorem

245B, Notes 12: Continuous functions on locally compact Hausdorff spaces — 55 comments

Terence Tao wrote 4 years ago: A key theme in real analysis is that of studying general functions or by first approximating them by … more →

Tags: math.CA, math.FA, math.GN, math.OA, 245B - Real analysis, Riesz representation theorem, Stone-Weierstrass theorem, Urysohn's lemma, Tietze extension theorem


Related Tags
All →

Follow this tag via RSS