Invariance Principles in Statistics, Correspondent Paper

DOI10.2307/1403068MaRDI QIDQ3928065zbMATH OpenOpenAlexFDO

Authors 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

time seriesweak convergenceextreme valuesalmost sure convergenceSkorokhod embeddingfunctional limit theoremsempirical distributionsKolmogorov-Smirnov statisticsCramer-von Mises statistics

Mathematics Subject Classification ID

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

Cited in

(8)

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

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