The Chibisov-O'Reilly theorem for empirical processes under contiguous measures (Q1314697)

From MaRDI portal





scientific article; zbMATH DE number 503662
Language Label Description Also known as
default for all languages
No label defined
    English
    The Chibisov-O'Reilly theorem for empirical processes under contiguous measures
    scientific article; zbMATH DE number 503662

      Statements

      The Chibisov-O'Reilly theorem for empirical processes under contiguous measures (English)
      0 references
      11 August 1994
      0 references
      The author proves that the weak convergence of weighted empirical processes of i.i.d. random variables for the optimal class of weight functions as proven by \textit{M. Csörgő}, \textit{S. Csörgő}, \textit{L. Horváth} and \textit{D. M. Mason} [Ann. Probab. 14, 31-85 (1986; Zbl 0589.60029)] continues to hold under contiguous measures for the same class of weight functions.
      0 references
      Brownian bridge
      0 references
      contiguity
      0 references
      weak convergence
      0 references
      weighted empirical processes
      0 references
      weight functions
      0 references
      0 references

      Identifiers