We consider a sequence ξ₁, ξ₂, ⋯ of independent and identically distributed random observations. Let μₙ denote the empirical distribution for the sample \ξ₁, ⋯, ξₙ\. It is the aim of the present article to give a survey of various results in the theory of empirical distributions and empirical processes. Special emphasis is given to the developments of the last ten years.
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Gaenssler et al. (1979) studied this question.