On the distributions of L_ p norms of weighted uniform empirical and quantile processes

DOI10.1214/AOP/1176991890zbMATH Open0646.62015OpenAlexW2092633966MaRDI QIDQ1103983FDOQ1103983

Authors: Lajos Horváth, Miklós Csörgo 

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1214/aop/1176991890

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zbMATH Keywords

Ornstein-Uhlenbeck processempirical distributionorder statisticsBrownian bridgeweak approximationsAsymptotic distributions of functionalsregularly varying at zerouniform quantile process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) (L^p)-limit theorems (60F25)

Cited In (21)

• Tests of goodness of fit based on the \(L_2\)-Wasserstein distance
• Strong laws for \(L_p\)-norms of empirical and related processes
• Integral distribution-free statistics of \(L_p\)-type and their asymptotic comparison
• Change in autoregressive processes
• Goodness-of-fit statistics based on weighted \(L_ p\)-functionals
• On a weighted embedding for generalized pontograms.
• On the distributions of \(L_ p\) norms of weighted quantile processes
• Reweighted and circularised Anderson-Darling tests of goodness-of-fit
• Title not available (Why is that?)
• $L_p$-norm uniform distribution
• Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics
• Distributions of tail empirical processes on Banach function spaces
• Some recent developments concerning asymptotic distributions of pontograms
• Convergence of integrals of uniform empirical and quantile processes
• Asymptotic distributions of weighted pontograms under contiguous alternatives
• The central limit theorem for empirical and quantile processes in some Banach spaces
• Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances
• How close are time series to power tail Lévy diffusions?
• Asymptotic behaviour of linear combinations of functions of order statistics
• On a weighted embedding for pontograms
• Asymptotic distributions of weighted compound Poisson bridges

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