Asymptotic tail behavior of uniform multivariate empirical processes

DOI10.1214/aop/1176990643zbMath0718.60017OpenAlexW1985215774MaRDI QIDQ2639402

Lajos Horváth, Miklós Csörgő

Publication date: 1990

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990643

zbMATH Keywords

asymptotic distributionempirical processPoisson processtwo time parameter Wiener process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Kac's representation from an asymptotic viewpoint ⋮ Extension to higher dimensions of the jaeschke-eicker result on the standardized empirical process ⋮ On the asymptotic distributions of weighted uniform mulitivariate empirical processes ⋮ Poisson and Gaussian approximation of weighted local empirical processes

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