scientific article; zbMATH DE number 4005243

zbMATH Open0619.60031MaRDI QIDQ3756219FDOQ3756219

Authors: John H. J. Einmahl 

Publication date: 1987

Title of this publication is not available (Why is that?)

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zbMATH Keywords

invariance principleslaws of the iterated logarithmasymptotic behaviour of empirical processesasymptotic theory of empirical processes

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Strong limit theorems (60F15) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Sample path properties (60G17) Continuity and singularity of induced measures (60G30)

Cited In (45)

• Multivariate elliptically contoured autoregressive process
• A general form of the law of the iterated logarithm for the weighted multivariate empirical process
• Best attainable rates of convergence for estimators of the stable tail dependence function
• Multivariate Temporal Point Process Regression
• Efficient estimation in the bivariate censoring model and repairing NPMLE
• Kac's representation from an asymptotic viewpoint
• The \(L_1\)-norm density estimator process
• On the multivariate two-sample problem using strong approximations of empirical copula processes
• The almost sure behavior of maximal and minimal multivariate \(k_ n\)- spacings
• The oscillation behavior of empirical processes: The multivariate case
• Limit theorems for the negative parts of weighted multivariate empirical processes with application
• Weak and strong convergence of empirical distribution functions from germ-grain processes
• Some properties of bivariate empirical hazard processes under random censoring
• Title not available (Why is that?)
• Processus Empiriques Multidimensionnels: Aperçu De Quelques Résultats Récents
• Title not available (Why is that?)
• On quadratic functionals of the Brownian sheet and related processes
• Title not available (Why is that?)
• Rates of growth and sample moduli for weighted empirical processes indexed by sets
• Poisson and Gaussian approximation of weighted local empirical processes
• The asymptotic law of the local oscillation modulus of the empirical process
• GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION
• MULTIVARIATE STABLE FUTURES PRICES
• The law of the iterated logarithm for random variables with heavy tails and empirical processes
• Asymptotic normality of generalized L-statistics with unbounded scores
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
• Test of association between multivariate stable vectors.
• Empirical U-statistics processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Chung--Smirnov property for perturbed empirical distribution functions
• Rate of convergence in limit theorems for Brownian excursions
• Extension to higher dimensions of the jaeschke-eicker result on the standardized empirical process
• On the number of points of a homogeneous Poisson process
• Kac's representation for empirical copula process from an asymptotic viewpoint
• A uniform functional law of the logarithm for the local empirical process.
• Testing the Multivariate Regular Variation Model
• An asymptotic theory for empirical reliability and concentration processes
• Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case
• Title not available (Why is that?)
• On the asymptotic distributions of weighted uniform mulitivariate empirical processes
• MULTIVARIATE ECOGARCH PROCESSES
• The almost sure behavior of the oscillation modulus of the multivariate empirical process
• Asymptotic tail behavior of uniform multivariate empirical processes
• Some applications of the strong approximation of the integrated empirical copula processes

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