Some applications of the theory of martingales to statistics

DOI10.1070/RM1982V037N06ABEH004034zbMATH Open0523.62046OpenAlexW2056534457MaRDI QIDQ3673874FDOQ3673874

Authors: Estáte V. Khmaladze 

Publication date: 1982

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1982v037n06abeh004034

zbMATH Keywords

goodness-of-fit testscounting processempirical distributionpoint processessemimartingalesfunctional limit theoremsdecomposable statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Reliability and life testing (62N05) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

Cited In (1)

• Weak convergence of infinite order U-processes

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