scientific article; zbMATH DE number 3969897
From MaRDI portal
Publication:3736723
zbMATH Open0601.62059MaRDI QIDQ3736723FDOQ3736723
Authors: Miklós Csörgo 
Publication date: 1984
Title of this publication is not available (Why is that?)
Recommendations
- scientific article; zbMATH DE number 4005243
- scientific article; zbMATH DE number 1552487
- Strong approximation of empirical process with independent but non- identically distributed random variables
- Strong approximation results for the empirical process of stationary sequences
- scientific article; zbMATH DE number 272681
Gaussian processesempirical processstrong approximationinvariance principlestests for independencequantile processes
Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Functional limit theorems; invariance principles (60F17)
Cited In (6)
- The invariance principle for conditional empirical processes formed by dependent random variables
- Some asymptotic results for the integrated empirical process with applications to statistical tests
- Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
- On testing for independence against right tail increasing in bivariate models
- Title not available (Why is that?)
- Invariance in decision processes with continuous observations
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3736723)
