Invariance Principles in Statistics, Correspondent Paper

DOI10.2307/1403068zbMath0473.62043OpenAlexW2315239155MaRDI QIDQ3928065

Christopher C. Heyde

Publication date: 1981

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403068

zbMATH Keywords

weak convergencefunctional limit theoremstime seriesextreme valuesalmost sure convergenceCramer-von Mises statisticsSkorokhod embeddingempirical distributionsKolmogorov-Smirnov statistics

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17) Nonparametric inference (62G99)

Related Items (8)

Invariance principles in mathematical statistics ⋮ Strong laws for randomly indexed U-statistics ⋮ The diffusion of opposite opinions in a randomly biased environment ⋮ Strong representation of an adaptive stochastic approximation procedure ⋮ Asymptotic properties of prediction error estimators in approximate system identification ⋮ Asymptotic properties of prediction error estimators in approximate system identification ⋮ Alternative forms of fractional Brownian motion ⋮ Statistical Properties of the Rauzy-Veech-Zorich Map

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