Normal and stable convergence of integral functions of the empirical distribution function

DOI10.1214/AOP/1176992618MaRDI QIDQ1074218zbMATH OpenOpenAlexFDO

Authors Sándor Csörgő, Lajos Horváth, David M. Mason, Miklós Csörgo

Publication date 1986

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

Full work available at URL https://doi.org/10.1214/aop/1176992618

zbMATH Keywords

empirical distributioninvariance principleBrownian bridgesquantile distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

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• The Chow and Robbins Fixed Width Confidence Interval Procedure When the Second Moment Barely Does Not Exist
• Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes
• Inequalities for quantile functions with a uniform studentized clt that includes trimming
• Integrated quantile functions: properties and applications
• On the hybrids of k-spacing empirical and partial sum processes
• Non-central limit theorems for random selections
• A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
• An extension theorem for convex functions and an application to Teicher's characterization of the normal distribution

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