Convergence of a class of empirical distribution functions of dependent random variables

From MaRDI portal
Publication:1051339

DOI10.1214/aop/1176993518zbMath0514.60040OpenAlexW2001450523MaRDI QIDQ1051339

Bernhard W. Silverman

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1214/aop/1176993518




Related Items (35)

New tests for exponentiality based on a characterization with random shiftThe order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processesParameter estimation in smooth empirical processesDistribution-free goodness-of-fit tests for the Pareto distribution based on a characterizationOn the asymptotic efficiency of normality tests based on the Shepp propertyAsymptotic efficiency of new exponentiality tests based on a characterizationIncomplete generalized \(L\)-statisticsGoodness-of-fit tests for Pareto distribution based on a characterization and their asymptoticsGoodness-of-fit tests for the Pareto distribution based on its characterizationCharacterization based symmetry tests and their asymptotic efficienciesAsymptotic normality of generalized L-statistics with unbounded scoresTests of exponentiality based on Arnold-Villasenor characterization and their efficienciesLimit theorems for functionals of moving averagesAsymptotic distributions for a class of generalized \(L\)-statisticsGoodness-of-fit tests based on characterization of uniformity by the ratio of order statistics, and their efficiencyExponentiality tests based on Ahsanullah's characterization and their efficiencyComparison of efficiencies of some symmetry tests around an unknown centreNonparametric tests for scale and locationOn asymptotic efficiency of exponentiality tests based on Rossberg's characterizationShort distances on the lineLimit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimationWeak convergence of sequences of first passage processes and applicationsBerry-Esseen type bounds for trimmed \(U\)-statisticsEmpirical U-statistics processesGoodness-of-fit tests for the power function distribution based on the Puri-Rubin characterization and their efficiencesLarge deviations of U-empirical Kolmogorov–Smirnov tests and their efficiencyA modified one-sample Q-Q plot and a test for normalityModification of the mann-whitney testEfficiency of exponentiality tests based on a special property of exponential distributionESTIMATING THE ASYMPTOTIC VARIANCE OF GENERALIZEDL-STATISTICSEstimating the complexity index of functional data: some asymptoticsA review of goodness of fit tests for Pareto distributionsWeak convergence and Glivenko-Cantelli results for empirical processes of U-statistic structureA large deviation theorem for \(U\)-processesHodges-Lehmann quantile-quantile plots




This page was built for publication: Convergence of a class of empirical distribution functions of dependent random variables