Bounds for characteristic functions of additive functionals of order statistics (Q1920118)
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English | Bounds for characteristic functions of additive functionals of order statistics |
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Bounds for characteristic functions of additive functionals of order statistics (English)
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20 August 1996
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The author considers statistics of the form \[ A_n= \sum_{i\leq n} h_{ni} (X_{ni}), \tag{1} \] where the kernels \(\{h_{ni}\), \(i\leq n\}\) are arbitrary measurable functions and \(X_{n1} \leq X_{n2}\leq \cdots \leq X_{nn}\) are the order statistics generated by a real-valued sample \(\{X_i\), \(i\leq n\}\) from the arbitrary distribution. The upper bounds on the entire line are obtained for the characteristic functions of the functional (1). As an application the integral type functionals of the empirical process on the line are investigated.
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order statistics
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empirical processes
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characteristic functions
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