Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
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Publication:2273023
DOI10.1007/s11749-017-0572-0zbMath1420.62218arXiv1611.04513MaRDI QIDQ2273023
Salim Bouzebda, Sergio Alvarez-Andrade, Aimé Lachal
Publication date: 18 September 2019
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.04513
hypothesis testing; Brownian bridge; rates of convergence; goodness-of-fit; change-point; integrated empirical process; two-sample problem; Kiefer process
62F12: Asymptotic properties of parametric estimators
62G20: Asymptotic properties of nonparametric inference
62F03: Parametric hypothesis testing
62G30: Order statistics; empirical distribution functions
60F15: Strong limit theorems
60F17: Functional limit theorems; invariance principles
