Kernel-transformed empirical processes (Q2266306): Difference between revisions

Multivariate integral kernel transformations of the multivariate empirical process are considered. The asymptotic behaviour of these transforms are investigated when a null hypothesis completely specifies the underlying distribution and also when the parameters are estimated from the sample. In both cases conditions for the kernel are found for which strong approximation, weak convergence, rates of convergence and uniform consistency results hold. The author raises the important question of finding kernels for which there exists a functional with asymptotic distribution independent of the parameters, in the case that the parameters are estimated from the sample. The author who is a specialist in this field gives a valuable list of 28 references.