On the minimizing point of the incorrectly centered empirical process and its limit distribution in nonregular experiments

DOI10.1051/ps:2005014zbMath1136.60315OpenAlexW1978108342MaRDI QIDQ3373748

Dietmar Ferger

Publication date: 9 March 2006

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2005__9__307_0

zbMATH Keywords

argmin-CMTPoisson-processRescaled empirical processweak convergence in \(D(\mathbb{R})\)

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Change-point estimation under adaptive sampling ⋮ Exact and asymptotic goodness-of-fit tests based on the maximum and its location of the empirical process

Cites Work

• The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
• Weak convergence and empirical processes. With applications to statistics
• Measures on non-separable metric spaces
• Weak convergence of probabilities on nonseparable metric spaces and empirical measures on Euclidean spaces
• On Some Distributions Related to the Statistic $D^+_n$
• On Several Statistics Related to Empirical Distribution Functions
• Uniform Central Limit Theorems
• The distribution of the argmax of two-sided brownian motion with quadratic drift
• Foundations of Modern Probability
• A continuous mapping theorem for the argmax‐functional in the non‐unique case
• Weak convergence of probability measures and random functions in the function space D[0,∞)
• Alternative Proof of a Theorem of Birnbaum and Pyke
• One-Sided Confidence Contours for Probability Distribution Functions
• Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
• Analysis of change-point estimators under the null hypothesis
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