Central limit theorem for perturbed empirical distribution functions evaluated at a random point

DOI10.1016/0047-259X(86)90032-1MaRDI QIDQ1077112zbMATH OpenFDO

Authors Stefan S. Ralescu, Madan L. Puri

Publication date 1986

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(86)90032-1

zbMATH Keywords

central limit theoremkernel type density estimatorperturbed empirical distribution functionsU-statistics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

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Cites work

• A Class of Statistics with Asymptotically Normal Distribution
• A New Proof of the Bahadur Representation of Quantiles and an Application
• Approximation Theorems of Mathematical Statistics
• Convergence rate of perturbed empirical distribution functions
• scientific article; zbMATH DE number 3604189 (Why is no real title available?)
• scientific article; zbMATH DE number 3436465 (Why is no real title available?)
• scientific article; zbMATH DE number 3224125 (Why is no real title available?)
• Kernel density estimation revisited
• On Berry-Esséen rates, a law of the iterated logarithm and an invariance principle for the proportion of the sample below the sample mean
• On Estimation of a Probability Density Function and Mode
• Remarks on Some Nonparametric Estimates of a Density Function
• Sequential Confidence Intervals Based on Rank Tests
• Some New Estimates for Distribution Functions
• Strong uniform consistency of integrals of density estimators
• The oscillation behavior of empirical processes

Cited in

(13)

• Asymptotic properties of perturbed empirical distribution functions evaluated at a random point
• Berry-Esséen rate in asymptotic normality for perturbed sample quantiles
• Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables
• On some limit laws for perturbed empirical distribution functions
• A note on limit theorems for perturbed empirical processes
• Perturbed empirical distribution functions and quantiles under dependence
• Characterization of weak convergence for smoothed empirical and quantile processes under \(\varphi\)-mixing
• On the smoothed bootstrap
• Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
• scientific article; zbMATH DE number 1779499 (Why is no real title available?)
• Technical note -- central limit theorems for estimated functions at estimated points
• Some asymptotic properties between smooth empirical and quantile processes for dependent random variables
• Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes

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