Kernel-transformed empirical processes

DOI10.1016/0047-259X(83)90037-4zbMath0559.62012OpenAlexW2130548707MaRDI QIDQ2266306

Sándor Csörgö

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1016/0047-259x(83)90037-4

zbMATH Keywords

weak convergencerates of convergencestrong approximationuniform consistencymultivariate empirical processMultivariate integral kernel transformations

Mathematics Subject Classification ID

Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

Related Items (5)

Asymptotics of maximum likelihood estimation for stable law with continuous parameterization ⋮ Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function ⋮ Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach ⋮ Empirical process of the squared residuals of an ARCH sequence ⋮ Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE

Cites Work

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• Limit behaviour of the empirical characteristic function
• Weak convergence of the empirical characteristic function
• Tests based on linear combinations of the orthogonal components of the Cramer-von Mises statistic when parameters are estimated
• Asymptotic power properties of the Cramer-von Mises test under contiguous alternatives
• Weak convergence of the sample distribution function when parameters are estimated
• On Tests of Normality and Other Tests of Goodness of Fit Based on Distance Methods
• Almost sure approximation theorems for the multivariate empirical process
• Multivariate empirical characteristic functions
• Almost Sure Invariance Principles for Sums of B-Valued Random Variables with Applications to Random Fourier Series and the Empirical Characteristic Process
• [https://portal.mardi4nfdi.de/wiki/Publication:3956139 Loi du logarithme it�r� dans C S) et fonction caract�ristique empirique]
• An approximation of partial sums of independent RV'-s, and the sample DF. I
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