The Chibisov-O'Reilly theorem for empirical processes under contiguous measures

DOI10.1016/0167-7152(94)90149-XMaRDI QIDQ1314697zbMATH OpenOpenAlexFDO

Authors Barbara Szyszkowicz

Publication date 11 August 1994

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)90149-x

zbMATH Keywords

Brownian bridgecontiguityweak convergenceweight functionsweighted empirical processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Review text

The author proves that the weak convergence of weighted empirical processes of i.i.d. random variables for the optimal class of weight functions as proven by \textit{M. Csörgő}, \textit{S. Csörgő}, \textit{L. Horváth} and \textit{D. M. Mason} [Ann. Probab. 14, 31-85 (1986; Zbl 0589.60029)] continues to hold under contiguous measures for the same class of weight functions.

Recommendations

• Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
• Weak convergence and Glivenko-Cantelli results for weighted empirical \(U\)-processes
• scientific article; zbMATH DE number 4069920

Cites work

• 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
• An asymptotic representation of the sample distribution function
• An asymptotic theory for empirical reliability and concentration processes
• Approximations of weighted empirical and quantile processes
• Asymptotic methods in statistical decision theory
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Changepoint problems and contiguous alternatives
• Contiguity of Probability Measures
• scientific article; zbMATH DE number 4190829 (Why is no real title available?)
• scientific article; zbMATH DE number 3169867 (Why is no real title available?)
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 4078500 (Why is no real title available?)
• scientific article; zbMATH DE number 3651565 (Why is no real title available?)
• scientific article; zbMATH DE number 272681 (Why is no real title available?)
• scientific article; zbMATH DE number 3258670 (Why is no real title available?)
• scientific article; zbMATH DE number 3305594 (Why is no real title available?)
• Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
• On the Asymptotic Theory of Statistics of Sequential Ranks
• On the theory of order statistics
• On the weak convergence of empirical processes in sup-norm metrics
• Strong approximations of the quantile process
• Weighted empirical and quantile processes

Cited in

(4)

• Weak convergence of weighted empirical U-statistics processes for dependent random variables
• scientific article; zbMATH DE number 61270 (Why is no real title available?)
• Weak approximations for quantile processes of stationary sequences
• scientific article; zbMATH DE number 1101429 (Why is no real title available?)

This page was built for publication: The Chibisov-O'Reilly theorem for empirical processes under contiguous measures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1314697)