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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invariance principleslaws of the iterated logarithmasymptotic behaviour of empirical processesasymptotic theory of empirical processes
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
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- Processus Empiriques Multidimensionnels: Aperçu De Quelques Résultats Récents
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- On quadratic functionals of the Brownian sheet and related processes
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- 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
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- 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
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- 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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