Rényi-type empirical processes

DOI10.1016/0047-259X(92)90073-OzbMATH Open0754.62031OpenAlexW2106393879MaRDI QIDQ1192007FDOQ1192007

Miklós Csörgo, Lajos Horváth

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1016/0047-259x(92)90073-o

zbMATH Keywords

sup-normtail behaviourweighted Wiener processesuniform quantile processesapproximations of tail empirical processesexponential sums processesKac- Poisson bridgeweak weighted approximationsweighted Poisson processesRényi-type statisticsRényi-type weighted empirical processes

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

Cites Work

• Weighted empirical and quantile processes
• An approximation of partial sums of independent RV's, and the sample DF. II
• An approximation of partial sums of independent RV'-s, and the sample DF. I
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• On the theory of order statistics
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• On Deviations between Theoretical and Empirical Distributions
• A strong invariance theorem for the tail empirical process
• Central limit theorems for \(L_ p\)-norms of density estimators
• Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
• The asymptotic distribution of weighted empirical distribution functions
• A refinement of the KMT inequality for the uniform empirical process
• On the weak convergence of empirical processes in sup-norm metrics
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• Approximations of weighted empirical and quantile processes
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• Distributions related to linear bounds for the empirical distribution function
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• A New Proof of Some Results of Rényi and the Asymptotic Distribution of the Range of his Kolmogorov-Smirnov Type Random Variables

Cited In (10)

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• Weighted Approximations to Continuous Time Martingales with Applications
• A New Class of Change Point Test Statistics of Rényi Type
• The a.s. behavior of the weighted empirical process and the LIL for the weighted tail empirical process
• Poisson and Gaussian approximation of weighted local empirical processes
• Gaussian approximation of the empirical process under random entropy conditions
• Poisson approximation of intermediate empirical processes
• Title not available (Why is that?)
• Title not available (Why is that?)

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