Asymptotic Representations of the Multivariate Empirical Distribution Function and Applications

DOI10.1111/J.1467-842X.1986.TB00705.XMaRDI QIDQ3746689zbMATH OpenFDO

Authors Stefan S. Ralescu

Publication date 1986

Published in Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1467-842X.1986.TB00705.X

zbMATH Keywords

almost sure representationasymptotic normalityBrownian motion processempirical distribution functionlaw of the iterated logarithmweak asymptotic representation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10)

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(9)

• Asymptotic deviations between perturbed empirical and quantile processes
• On empirical distributions in spaces of growing dimensions. Discrete distributions
• On empirical distributions in spaces of growing dimensions. Continuous distributions
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• Asymptotics for multisample statistics
• Efficient computation of multivariate empirical distribution functions at the observed values
• The asymptotics of integral functionals of a multidimensional empirical process

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