The asymptotic distribution of weighted empirical distribution functions

DOI10.1016/0304-4149(83)90024-8MaRDI QIDQ1836232zbMATH OpenOpenAlexFDO

Authors David M. Mason

Publication date 1983

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(83)90024-8

zbMATH Keywords

goodness-of-fit testsuniform order statisticsweighted empirical distribution functions

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3490246 (Why is no real title available?)
• scientific article; zbMATH DE number 3560401 (Why is no real title available?)
• Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
• Bounds for weighted empirical distribution functions
• Distributions related to linear bounds for the empirical distribution function
• Functions of Order Statistics
• On the weak convergence of empirical processes in sup-norm metrics
• Rectangle Probabilities for Uniform Order statistics and the Probability That the Empirical Distribution Function Lies Between Two Distribution Functions
• The Supremum and Infimum of the Poisson Process
• The asymptotic distribution of the suprema of the standardized empirical processes
• The asymptotic distribution of the supremum of the standardized empirical distribution function on subintervals

Cited in

(13)

• Rényi-type empirical processes
• Weighted empirical spacings processes
• Convergence rates of least squares regression estimators with heavy-tailed errors
• One‐two dependence and probability inequalities between one‐ and two‐sided union‐intersection tests
• Two-sample Kolmogorov-Smirnov-type tests revisited: old and new tests in terms of local levels
• A family of test statistics for DMRL (IMRL) alternatives
• Optimal rates of convergence in the Weibull model based on kernel-type estimators
• Poisson and Gaussian approximation of weighted local empirical processes
• Inequalities for quantile functions with a uniform studentized clt that includes trimming
• Uniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statistics
• On the tail behaviour of quantile processes
• On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails
• Extension to higher dimensions of the jaeschke-eicker result on the standardized empirical process

This page was built for publication: The asymptotic distribution of weighted empirical distribution functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1836232)