Convergence of a class of empirical distribution functions of dependent random variables

DOI10.1214/AOP/1176993518MaRDI QIDQ1051339zbMATH OpenOpenAlexFDO

Authors Bernhard W. Silverman

Publication date 1983

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176993518

zbMATH Keywords

empirical processesGL- statisticnon-parametric statisticssup-norm metricsweak convergence of the empirical process

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Cited in

(35)

• The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes
• Parameter estimation in smooth empirical processes
• Asymptotic normality of generalized L-statistics with unbounded scores
• Short distances on the line
• Empirical U-statistics processes
• Incomplete generalized L-statistics
• Limit theorems for functionals of moving averages
• A large deviation theorem for \(U\)-processes
• Tests of exponentiality based on Arnold-Villasenor characterization and their efficiencies
• Weak convergence and Glivenko-Cantelli results for empirical processes of U-statistic structure
• Distribution-free goodness-of-fit tests for the Pareto distribution based on a characterization
• Goodness-of-fit tests based on characterization of uniformity by the ratio of order statistics, and their efficiency
• Goodness-of-fit tests for the power function distribution based on the Puri-Rubin characterization and their efficiences
• Estimating the complexity index of functional data: some asymptotics
• A review of goodness of fit tests for Pareto distributions
• On asymptotic efficiency of exponentiality tests based on Rossberg's characterization
• Berry-Esseen type bounds for trimmed \(U\)-statistics
• Asymptotic efficiency of new exponentiality tests based on a characterization
• Limit theorems for functionals of mixing processes with applications to U-statistics and dimension estimation
• Goodness-of-fit tests for the Pareto distribution based on its characterization
• Characterization based symmetry tests and their asymptotic efficiencies
• A modified one-sample Q-Q plot and a test for normality
• Modification of the mann-whitney test
• Goodness-of-fit tests for Pareto distribution based on a characterization and their asymptotics
• Large deviations of U-empirical Kolmogorov-Smirnov tests and their efficiency
• Nonparametric tests for scale and location
• ESTIMATING THE ASYMPTOTIC VARIANCE OF GENERALIZEDL-STATISTICS
• Comparison of efficiencies of some symmetry tests around an unknown centre
• New tests for exponentiality based on a characterization with random shift
• Asymptotic distributions for a class of generalized L-statistics
• Weak convergence of sequences of first passage processes and applications
• Efficiency of exponentiality tests based on a special property of exponential distribution
• Hodges-Lehmann quantile-quantile plots
• On the asymptotic efficiency of normality tests based on the Shepp property
• Exponentiality tests based on Ahsanullah's characterization and their efficiency

This page was built for publication: Convergence of a class of empirical distribution functions of dependent random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1051339)