Asymptotic tail behavior of uniform multivariate empirical processes
From MaRDI portal
Publication:2639402
DOI10.1214/aop/1176990643zbMath0718.60017MaRDI QIDQ2639402
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
60F05: Central limit and other weak theorems
60F17: Functional limit theorems; invariance principles
Related Items
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, Kac's representation from an asymptotic viewpoint