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