Asymptotic properties of perturbed empirical distribution functions evaluated at a random point
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Publication:1100824
DOI10.1016/0378-3758(88)90073-0zbMath0641.62013MaRDI QIDQ1100824
Publication date: 1988
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(88)90073-0
invariance principle; U-statistics; law of iterated logarithm; almost sure representation; perturbed empirical distribution function
62E20: Asymptotic distribution theory in statistics
60F05: Central limit and other weak theorems
62G30: Order statistics; empirical distribution functions
60F17: Functional limit theorems; invariance principles
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Asymptotic properties of linear functions of order statistics, 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, 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
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