Rényi-type empirical processes

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

Authors: Lajos Horváth, Miklós Csörgo 

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

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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
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Cited In (14)

• Title not available (Why is that?)
• THE APPROPRIATE REDUCTION OF THE WEIGHTED EMPIRICAL PROCESS
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• Weighted Approximations to Continuous Time Martingales with Applications
• A New Class of Change Point Test Statistics of Rényi Type
• On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails
• 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?)
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• An asymptotic theory for empirical reliability and concentration processes

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