Convergence of integrals of uniform empirical and quantile processes
From MaRDI portal
Publication:2366187
DOI10.1016/0304-4149(93)90075-FzbMath0784.60038OpenAlexW2061274866MaRDI QIDQ2366187
Lajos Horváth, Qui-Man Shao, Miklós Csörgő
Publication date: 29 June 1993
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(93)90075-f
Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17) (L^p)-limit theorems (60F25)
Related Items
On almost sure limit inferior for \(B\)-valued stochastic processes and applications, \(L_ p\)-approximations of weighted partial sum processes, Effect of dependence on statistics for determination of change, Exact rate of convergence of the expected \(W_2\) distance between the empirical and true Gaussian distribution, Reweighted and circularised Anderson-Darling tests of goodness-of-fit, On \(L^2\) space approach to change point problems, Change in autoregressive processes, Rank-based inference tools for copula regression, with property and casualty insurance applications, Some aspects of decision making under uncertainty, Central limit theorems for the Wasserstein distance between the empirical and the true distributions, Tests of goodness of fit based on the \(L_2\)-Wasserstein distance, Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments), On weighted approximations in \(D[0,1\) with applications to self-normalized partial sum processes], Limit results for \(L^p\) functionals of weighted CUSUM processes, A note on dichotomy theorems for integrals of stable processes
Cites Work
- Unnamed Item
- Unnamed Item
- Weighted empirical and quantile processes
- On the distributions of \(L_ p\) norms of weighted uniform empirical and quantile processes
- Approximations of weighted empirical and quantile processes
- On the weak convergence of empirical processes in sup-norm metrics
- Radon-Nikodym Derivatives of Gaussian Measures