Donsker and Glivenko-Cantelli theorems for a class of processes generalizing the empirical process
Davit Varron · Electronic Journal of Statistics · 2014
We establish a Glivenko-Cantelli and a Donsker theorem for a class of random discrete measures which generalize the empirical measure, under conditions on uniform entropy numbers that are common in empirical processes theory. Some illustrative applications in nonparametric Bayesian theory and randomly sized sampling are provided.