Invariance principles in mathematical statistics

DOI10.1007/BF00968043zbMath0599.62056MaRDI QIDQ1080586

Bronius Grigelionis, Remigijus Mikulevičius

Publication date: 1984

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

invariance principleSkorokhod spacePitman efficiencysamples of random sizecensored samplesasymptotic properties of nonparametric testscontinuous functionals of empirical processesweak convergence of sequences of probability measures

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items

Central limit theorem for weighted martingales with applications

Cites Work

• Cox's regression model for counting processes: A large sample study
• Calcul stochastique et problèmes de martingales
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• On tightness and stopping times
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• Some invariance principles relating to jackknifing and their role in sequential analysis
• On the concept of contiguity
• Nonparametric inference for a family of counting processes
• Empirical processes: A survey of results for independent and identically distributed random variables
• A large sample study of the life table and product limit estimates under random censorship
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• An invariance principle for the empirical process with random sample size
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