A CLT for weighted time-dependent uniform empirical processes

DOI10.1016/J.JSPI.2014.09.002zbMath1306.60014arXiv1412.8162OpenAlexW2011300064MaRDI QIDQ473519

Yuping Yang

Publication date: 24 November 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.8162

zbMATH Keywords

weak convergenceweighted empirical processcentral limit theorem\(L_2\)-distanceuniform process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Cites Work

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• On the distributional transform, Sklar's theorem, and the empirical copula process
• Weighted empirical and quantile processes
• On the weak convergence of empirical processes in sup-norm metrics
• The central limit theorem and the law of iterated logarithm for empirical processes under local conditions
• A CLT for empirical processes involving time-dependent data
• Asymptotic normality of extreme value estimators on \(C[0,1\)]
• The Generic Chaining
• Continuity of Gaussian Processes
• Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
• Regularly varying functions

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