Lecture 12

To-do date: 8 Mar at 9:15

Lecture time 9:15-12:00.

Bracketing numbers. Covering numbers. Donsker property for classes of functions: class of step function (the regular Donsker theorem), parametric class. Goodness of fit statistics: Kolmogorov-Smirnov statistic, Cramér-Von Mises statistic. Asymptotic linearity. The influence function. (Maximal inequalities and Bernsteins inequality off-line recorded.)