Some asymptotic results for the integrated empirical process with applications to statistical tests

DOI10.1080/03610926.2015.1060346zbMath1368.62121arXiv1505.07345MaRDI QIDQ4976216

Salim Bouzebda, Sergio Alvarez-Andrade, Aimé Lachal

Publication date: 27 July 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.07345

zbMATH Keywords

hypothesis testing; Brownian bridge; rates of convergence; local time; goodness-of-fit; change-point; integrated empirical process; two-sample problem; Kiefer process

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62F03: Parametric hypothesis testing

62G30: Order statistics; empirical distribution functions

60F15: Strong limit theorems

60F17: Functional limit theorems; invariance principles