The Chibisov-O'Reilly theorem for empirical processes under contiguous measures (Q1314697)
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| Language | Label | Description | Also known as |
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| English | The Chibisov-O'Reilly theorem for empirical processes under contiguous measures |
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The Chibisov-O'Reilly theorem for empirical processes under contiguous measures (English)
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11 August 1994
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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.
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Brownian bridge
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contiguity
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weak convergence
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weighted empirical processes
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weight functions
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