Local invariance principles and their application to density estimation

Remarks on a Multivariate Transformation

Murray Rosenblatt · The Annals of Mathematical Statistics · 1952 · 2.9K citations · Full text

Natural Sciences, Biostatistics, Measurement Invariance +4

Central Limit Theorems for Empirical Measures

R. M. Dudley · The Annals of Probability · 1978 · 584 citations · Full text

Natural Sciences, Mathematics, Nuisance +11

Metric entropy of some classes of sets with differentiable boundaries

R. M. Dudley · Journal of Approximation Theory · 1974 · 157 citations

Natural Sciences, Mathematics, Probability Theory +11

Hungarian Constructions from the Nonasymptotic Viewpoint

Jean Bretagnolle, Pascal Massart · The Annals of Probability · 1989 · 79 citations · Full text

Engineering, Decision Sciences, Information Theory +8

On a Representation of Random Variables

A. V. Skorokhod · Theory of Probability and Its Applications · 1977 · 70 citations

Business, Economics, Finance +9