Rényi-type empirical processes

DOI10.1016/0047-259X(92)90073-OMaRDI QIDQ1192007zbMATH OpenOpenAlexFDO

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

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)

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• A strong invariance theorem for the tail empirical process

Cites work

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

Cited in

(16)

• Poisson approximation of intermediate empirical processes
• scientific article; zbMATH DE number 272681 (Why is no real title available?)
• A New Class of Change Point Test Statistics of Rényi Type
• scientific article; zbMATH DE number 4048767 (Why is no real title available?)
• On accuracy of approximation in Koul's theorem for weighted empirical processes
• Poisson and Gaussian approximation of weighted local empirical processes
• scientific article; zbMATH DE number 475317 (Why is no real title available?)
• scientific article; zbMATH DE number 4106004 (Why is no real title available?)
• Weighted Approximations to Continuous Time Martingales with Applications
• scientific article; zbMATH DE number 3951782 (Why is no real title available?)
• An asymptotic theory for empirical reliability and concentration processes
• Gaussian approximation of the empirical process under random entropy conditions
• On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails
• An exponential inequality for a weighted approximation to the uniform empirical process with applications
• THE APPROPRIATE REDUCTION OF THE WEIGHTED EMPIRICAL PROCESS
• The a.s. behavior of the weighted empirical process and the LIL for the weighted tail empirical process

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