Invariance principles in mathematical statistics (Q1080586)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariance principles in mathematical statistics |
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Invariance principles in mathematical statistics (English)
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1984
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The goal of the present paper is some new applications of the methods suggested by the authors [Probability theory and mathematical statistics, Proc. 4th USSR-Jap. Symp., Tbilisi/USSR 1982, Lect. Notes Math. 1021, 177-194 (1983; Zbl 0518.60042)], basically connected with the asymptotic properties of nonparametric tests, based on samples of random size (Section 2) and on censored samples (Section 3). In Section 1 we give a number of assertions on weak convergence of sequences of probability measures used later.
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invariance principle
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continuous functionals of empirical processes
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Skorokhod space
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Pitman efficiency
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asymptotic properties of nonparametric tests
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samples of random size
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censored samples
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weak convergence of sequences of probability measures
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