Preface |
Overview / I: |
Introduction / 1: |
An Overview of Empirical Processes / 2: |
The Main Features / 2.1: |
Empirical Process Techniques / 2.2: |
Stochastic Convergence / 2.2.1: |
Entropy for Glivenko-Cantelli and Donsker Theorems / 2.2.2: |
Bootstrapping Empirical Processes / 2.2.3: |
The Functional Delta Method / 2.2.4: |
Z-Estimators / 2.2.5: |
M-Estimators / 2.2.6: |
Other Topics / 2.3: |
Exercises / 2.4: |
Notes / 2.5: |
Overview of Semiparametric Inference / 3: |
Semiparametric Models and Efficiency / 3.1: |
Score Functions and Estimating Equations / 3.2: |
Maximum Likelihood Estimation / 3.3: |
Case Studies I / 3.4: |
Linear Regression / 4.1: |
Mean Zero Residuals / 4.1.1: |
Median Zero Residuals / 4.1.2: |
Counting Process Regression / 4.2: |
The General Case / 4.2.1: |
The Cox Model / 4.2.2: |
The Kaplan-Meier Estimator / 4.3: |
Efficient Estimating Equations for Regression / 4.4: |
Simple Linear Regression / 4.4.1: |
A Poisson Mixture Regression Model / 4.4.2: |
Partly Linear Logistic Regression / 4.5: |
Empirical Processes / 4.6: |
Introduction to Empirical Processes / 5: |
Preliminaries for Empirical Processes / 6: |
Metric Spaces / 6.1: |
Outer Expectation / 6.2: |
Linear Operators and Functional Differentiation / 6.3: |
Proofs / 6.4: |
Stochastic Processes in Metric Spaces / 6.5: |
Weak Convergence / 7.2: |
General Theory / 7.2.1: |
Spaces of Bounded Functions / 7.2.2: |
Other Modes of Convergence / 7.3: |
Empirical Process Methods / 7.4: |
Maximal Inequalities / 8.1: |
Orlicz Norms and Maxima / 8.1.1: |
Maximal Inequalities for Processes / 8.1.2: |
The Symmetrization Inequality and Measurability / 8.2: |
Glivenko-Cantelli Results / 8.3: |
Donsker Results / 8.4: |
Entropy Calculations / 8.5: |
Uniform Entropy / 9.1: |
VC-Classes / 9.1.1: |
BUEI Classes / 9.1.2: |
Bracketing Entropy / 9.2: |
Glivenko-Cantelli Preservation / 9.3: |
Donsker Preservation / 9.4: |
The Bootstrap for Donsker Classes / 9.5: |
An Unconditional Multiplier Central Limit Theorem / 10.1.1: |
Conditional Multiplier Central Limit Theorems / 10.1.2: |
Bootstrap Central Limit Theorems / 10.1.3: |
Continuous Mapping Results / 10.1.4: |
The Bootstrap for Glivenko-Cantelli Classes / 10.2: |
A Simple Z-Estimator Master Theorem / 10.3: |
Additional Empirical Process Results / 10.4: |
Bounding Moments and Tail Probabilities / 11.1: |
Sequences of Functions / 11.2: |
Contiguous Alternatives / 11.3: |
Sums of Independent but not Identically Distributed Stochastic Processes / 11.4: |
Central Limit Theorems / 11.4.1: |
Bootstrap Results / 11.4.2: |
Function Classes Changing with n / 11.5: |
Dependent Observations / 11.6: |
Main Results and Proofs / 11.7: |
Examples / 12.2: |
Composition / 12.2.1: |
Integration / 12.2.2: |
Product Integration / 12.2.3: |
Inversion / 12.2.4: |
Other Mappings / 12.2.5: |
Consistency / 12.3: |
The General Setting / 13.2: |
Using Donsker Classes / 13.2.2: |
A Master Theorem and the Bootstrap / 13.2.3: |
Using the Delta Method / 13.3: |
The Argmax Theorem / 13.4: |
Rate of Convergence / 14.2: |
Regular Euclidean M-Estimators / 14.4: |
Non-Regular Examples / 14.5: |
A Change-Point Model / 14.5.1: |
Monotone Density Estimation / 14.5.2: |
Case Studies II / 14.6: |
Partly Linear Logistic Regression Revisited / 15.1: |
The Two-Parameter Cox Score Process / 15.2: |
The Proportional Odds Model Under Right Censoring / 15.3: |
Nonparametric Maximum Likelihood Estimation / 15.3.1: |
Existence / 15.3.2: |
Score and Information Operators / 15.3.3: |
Weak Convergence and Bootstrap Validity / 15.3.5: |
Testing for a Change-point / 15.4: |
Large p Small n Asymptotics for Microarrays / 15.5: |
Assessing P-Value Approximations / 15.5.1: |
Consistency of Marginal Empirical Distribution Functions / 15.5.2: |
Inference for Marginal Sample Means / 15.5.3: |
Semiparametric Inference / 15.6: |
Introduction to Semiparametric Inference / 16: |
Preliminaries for Semiparametric Inference / 17: |
Projections / 17.1: |
Hilbert Spaces / 17.2: |
More on Banach Spaces / 17.3: |
Tangent Sets and Regularity / 17.4: |
Efficiency / 18.2: |
Optimality of Tests / 18.3: |
Efficient Inference for Finite-Dimensional Parameters / 18.4: |
Efficient Score Equations / 19.1: |
Profile Likelihood and Least-Favorable Submodels / 19.2: |
The Cox Model for Right Censored Data / 19.2.1: |
The Proportional Odds Model for Right Censored Data / 19.2.2: |
The Cox Model for Current Status Data / 19.2.3: |
Inference / 19.2.4: |
Quadratic Expansion of the Profile Likelihood / 19.3.1: |
The Profile Sampler / 19.3.2: |
The Penalized Profile Sampler / 19.3.3: |
Other Methods / 19.3.4: |
Efficient Inference for Infinite-Dimensional Parameters / 19.4: |
Semiparametric Maximum Likelihood Estimation / 20.1: |
Weighted and Nonparametric Bootstraps / 20.2: |
The Piggyback Bootstrap / 20.2.2: |
Semiparametric M-Estimation / 20.2.3: |
Semiparametric M-estimators / 21.1: |
Motivating Examples / 21.1.1: |
General Scheme for Semiparametric M-Estimators / 21.1.2: |
Consistency and Rate of Convergence / 21.1.3: |
[radical]n Consistency and Asymptotic Normality / 21.1.4: |
Weighted M-Estimators and the Weighted Bootstrap / 21.2: |
Entropy Control / 21.3: |
Examples Continued / 21.4: |
Cox Model with Current Status Data (Example 1, Continued) / 21.4.1: |
Binary Regression Under Misspecified Link Function (Example 2, Continued) / 21.4.2: |
Mixture Models (Example 3, Continued) / 21.4.3: |
Penalized M-estimation / 21.5: |
Two Other Examples / 21.5.1: |
Case Studies III / 21.6: |
The Proportional Odds Model Under Right Censoring Revisited / 22.1: |
Efficient Linear Regression / 22.2: |
Temporal Process Regression / 22.3: |
A Partly Linear Model for Repeated Measures / 22.4: |
References / 22.5: |
Author Index |
List of symbols |
Subject Index |